Pages that link to "Item:Q3605223"
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The following pages link to Least-squares Importance Sampling for Monte Carlo security pricing (Q3605223):
Displaying 12 items.
- Improved initial sampling for the ensemble Kalman filter (Q732177) (← links)
- On the robustness of least-squares Monte Carlo (LSM) for pricing American derivatives (Q1421715) (← links)
- Targeting Kollo skewness with random orthogonal matrix simulation (Q2078004) (← links)
- Implementing importance sampling in the least-squares Monte Carlo approach for American options (Q2895135) (← links)
- (Q3583034) (← links)
- Amostragem descritiva no apreçamento de opções européias através de simulação Monte Carlo: o efeito da dimensionalidade e da probabilidade de exercício no ganho de precisão (Q3625792) (← links)
- (Q4352227) (← links)
- On an automatic and optimal importance sampling approach with applications in finance (Q4554214) (← links)
- An efficient exponential twisting importance sampling technique for pricing financial derivatives (Q5022767) (← links)
- Non-parametric partial importance sampling for financial derivative pricing (Q5300444) (← links)
- Efficient Importance Sampling in Quasi-Monte Carlo Methods for Computational Finance (Q5856682) (← links)
- Importance sampling for option pricing with feedforward neural networks (Q6659479) (← links)
