Pages that link to "Item:Q4646798"
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The following pages link to A variance reduction technique based on integral representations (Q4646798):
Displaying 13 items.
- Reducing fluctuations in the sample variogram (Q1001512) (← links)
- Reducing the variance by smoothing (Q1361604) (← links)
- Pricing barrier options in the Heston model using the Heath-Platen estimator (Q1746428) (← links)
- Variance reduction for simulated diffusions using control variates extracted from state space evaluations (Q1861991) (← links)
- A note on variance reduction (Q1907930) (← links)
- Stratified regression-based variance reduction approach for weak approximation schemes (Q1996942) (← links)
- On accelerating Monte Carlo integration using orthogonal projections (Q2152260) (← links)
- A control variate method for weak approximation of SDEs via discretization of numerical error of asymptotic expansion (Q2335720) (← links)
- A variance reduction method based on sensitivity derivatives (Q2495434) (← links)
- Variance reduction by smoothing revisited (Q2879482) (← links)
- Variance reduction techniques for estimation of integrals over a set of branching trajectories (Q2940365) (← links)
- JDOI variance reduction method and the pricing of American-style options (Q5079357) (← links)
- Decrease of the mean of the quasi-random integration error (Q5082799) (← links)
