Pages that link to "Item:Q3431324"
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The following pages link to Stratified sampling and quasi-Monte Carlo simulation of Lévy processes (Q3431324):
Displaying 10 items.
- A general control variate method for option pricing under Lévy processes (Q132360) (← links)
- Fast orthogonal transforms and generation of Brownian paths (Q413477) (← links)
- Numerical methods for Lévy processes (Q964687) (← links)
- Functional quantization-based stratified sampling methods (Q2260450) (← links)
- Optimal importance sampling for Lévy processes (Q2289777) (← links)
- Stratified Monte Carlo quadrature for continuous random fields (Q2340296) (← links)
- Dimension reduction for pricing options under multidimensional Lévy processes (Q2398582) (← links)
- Markov Bridges, Bisection and Variance Reduction (Q5326098) (← links)
- On Monte Carlo and Quasi-Monte Carlo Methods for Series Representation of Infinitely Divisible Laws (Q5326124) (← links)
- Quasi-Monte Carlo methods for the Kou model (Q5502856) (← links)