Pages that link to "Item:Q4564839"
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The following pages link to Continuous random variate generation by fast numerical inversion (Q4564839):
Displaying 16 items.
- A general control variate method for option pricing under Lévy processes (Q132360) (← links)
- Generating generalized inverse Gaussian random variates by fast inversion (Q452560) (← links)
- Class library ranlip for multivariate nonuniform random variate generation (Q709796) (← links)
- Generating inverse Gaussian random variates by approximation (Q961817) (← links)
- Efficient risk simulations for linear asset portfolios in the \(t\)-copula model (Q1041011) (← links)
- An importance sampling-based smoothing approach for quasi-Monte Carlo simulation of discrete barrier options (Q1634312) (← links)
- Comparison of low discrepancy mesh methods for pricing Bermudan options under a Lévy process (Q2229844) (← links)
- Dimension reduction for pricing options under multidimensional Lévy processes (Q2398582) (← links)
- Numerical inverse Lévy measure method for infinite shot noise series representation (Q2453198) (← links)
- Single-index importance sampling with stratification (Q2684956) (← links)
- Quantum speedup of Monte Carlo integration with respect to the number of dimensions and its application to finance (Q2690258) (← links)
- A numerical inversion of the bivariate characteristic function (Q2700435) (← links)
- A Flexible Method for Estimating Inverse Distribution Functions in Simulation Experiments (Q4319317) (← links)
- Random variate generation by numerical inversion when only the density is known (Q4635155) (← links)
- Bivariate Nonparametric Random Variate Generation Using a Piecewise-Linear Cumulative Distribution Function (Q4906428) (← links)
- A shape-preserving spline interpolation for sampling designs from inverse distributions (Q6084994) (← links)
