Pages that link to "Item:Q4635155"
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The following pages link to Random variate generation by numerical inversion when only the density is known (Q4635155):
Displaying 25 items.
- A general control variate method for option pricing under Lévy processes (Q132360) (← links)
- A method for approximate inversion of the hyperbolic CDF (Q424715) (← links)
- Generating generalized inverse Gaussian random variates by fast inversion (Q452560) (← links)
- \(t\)-Copula generation for control variates (Q622215) (← links)
- Class library ranlip for multivariate nonuniform random variate generation (Q709796) (← links)
- Adaptive sampling-based quadrature rules for efficient Bayesian prediction (Q782004) (← links)
- Random variate generation for the generalized inverse Gaussian distribution (Q892467) (← links)
- Generating generalized inverse Gaussian random variates (Q892803) (← links)
- Generating inverse Gaussian random variates by approximation (Q961817) (← links)
- Methods for generating random variates with Polya characteristic functions (Q1060522) (← links)
- On random variate generation when only moments of Fourier coefficients are known (Q1123530) (← links)
- Generation of random variates using asymptotic expansions (Q1377271) (← links)
- Simulation of Student-Lévy processes using series representations (Q1729303) (← 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)
- Efficient randomized quasi-Monte Carlo methods for portfolio market risk (Q2404543) (← links)
- Numerical inverse Lévy measure method for infinite shot noise series representation (Q2453198) (← links)
- A numerical inversion of the bivariate characteristic function (Q2700435) (← links)
- A Flexible Method for Estimating Inverse Distribution Functions in Simulation Experiments (Q4319317) (← links)
- Rejection-inversion to generate variates from monotone discrete distributions (Q4369951) (← links)
- Continuous random variate generation by fast numerical inversion (Q4564839) (← links)
- Importance Sampling and Stratification for Copula Models (Q4611794) (← links)
- Bivariate Nonparametric Random Variate Generation Using a Piecewise-Linear Cumulative Distribution Function (Q4906428) (← links)
- Efficient simulation of the price and the sensitivities of basket options under time-changed Brownian motions (Q5031759) (← links)
- Universal methods for generating random variables with a given characteristic function (Q5220818) (← links)
