Pages that link to "Item:Q3114646"
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The following pages link to Path Generation for Quasi-Monte Carlo Simulation of Mortgage-Backed Securities (Q3114646):
Displaying 8 items.
- How do path generation methods affect the accuracy of quasi-Monte Carlo methods for problems in finance? (Q413476) (← links)
- Fast orthogonal transforms and generation of Brownian paths (Q413477) (← links)
- Efficient Monte Carlo simulation for integral functionals of Brownian motion (Q2442860) (← links)
- Computation of the endogenous mortgage rates with randomized quasi-Monte Carlo simulations (Q2472633) (← links)
- New Brownian bridge construction in quasi-Monte Carlo methods for computational finance (Q2483201) (← links)
- Computation of optimal portfolios using simulation-based dimension reduction (Q2518536) (← links)
- Calibration of financial models using quasi-Monte Carlo (Q3087042) (← links)
- Brownian Path Generation and Polynomial Chaos (Q4958391) (← links)