Pages that link to "Item:Q5411504"
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The following pages link to Latin hypercube sampling with dependence and applications in finance (Q5411504):
Displaying 9 items.
- Optimal bounds for integrals with respect to copulas and applications (Q398667) (← links)
- Risk aggregation with empirical margins: Latin hypercubes, empirical copulas, and convergence of sum distributions (Q746883) (← links)
- Smooth bootstrapping of copula functionals (Q2137805) (← links)
- Variance reduction for sequential sampling in stochastic programming (Q2241206) (← links)
- Copula based hierarchical risk aggregation through sample reordering (Q2444712) (← links)
- Consistency of randomized integration methods (Q2693691) (← links)
- Large Sample Properties of Simulations Using Latin Hypercube Sampling (Q3763383) (← links)
- A CENTRAL LIMIT THEOREM FOR LATIN HYPERCUBE SAMPLING WITH DEPENDENCE AND APPLICATION TO EXOTIC BASKET OPTION PRICING (Q4902541) (← links)
- Adaptive refined descriptive sampling algorithm for dependent variables using Iman and Conover method in Monte Carlo simulation (Q5078574) (← links)