Pages that link to "Item:Q3123977"

The following pages link to On the use of low discrepancy sequences in Monte Carlo methods (Q3123977):

Displaying 23 items.

• The acceptance-rejection method for low-discrepancy sequences (Q293509) (← links)
• Generating low-discrepancy sequences from the normal distribution: Box-Muller or inverse transform? (Q552152) (← links)
• On initial populations of a genetic algorithm for continuous optimization problems (Q878224) (← links)
• On scrambled Halton sequences (Q947740) (← links)
• Randomized quasi-Monte Carlo methods in pricing securities (Q953725) (← links)
• Intermediate rank lattice rules and applications to finance (Q960285) (← links)
• Quasi-Monte Carlo methods with applications in finance (Q964676) (← links)
• Parameterization based on randomized quasi-Monte Carlo methods (Q991136) (← links)
• Applications of randomized low discrepancy sequences to the valuation of complex securities (Q1583155) (← links)
• Randomized Halton sequences (Q1591883) (← links)
• Random sampling from low-discrepancy sequences: applications to option pricing (Q1876780) (← links)
• Adaptive experiment design for probabilistic integration (Q2184342) (← links)
• Optimal multilevel randomized quasi-Monte-Carlo method for the stochastic drift-diffusion-Poisson system (Q2310184) (← links)
• Uniform point sets and the collision test (Q2349667) (← links)
• Alternative sampling methods for estimating multivariate normal probabilities (Q2439057) (← links)
• Variance reduction in sample approximations of stochastic programs (Q2487848) (← links)
• (Q3365976) (← links)
• Robust Optimizers for Nonlinear Programming in Approximate Dynamic Programming (Q3564534) (← links)
• Comments on “On the use of low discrepancy sequences in Monte Carlo methods” (Q4392299) (← links)
• (Q4934383) (← links)
• Sensitivity analysis approaches to high-dimensional screening problems at low sample size (Q4960668) (← links)
• SIMULATION OF MULTI-ASSET OPTION GREEKS UNDER A SPECIAL LÉVY MODEL BY MALLIAVIN CALCULUS (Q5369445) (← links)
• Estimation of time-varying kernel densities and chronology of the impact of COVID-19 on financial markets (Q6604272) (← links)