Pages that link to "Item:Q5747002"
From MaRDI portal
The following pages link to Preliminary control variates to improve empirical regression methods (Q5747002):
Displaying 8 items.
- Adaptive importance sampling in least-squares Monte Carlo algorithms for backward stochastic differential equations (Q516010) (← links)
- Control variate method for stationary processes (Q738040) (← links)
- A variance reducing multiplier for Monte Carlo integrations (Q1921104) (← links)
- Solving BSDEs based on novel multi-step schemes and multilevel Monte Carlo (Q2088763) (← links)
- Variance reduction for additive functionals of Markov chains via martingale representations (Q2114045) (← links)
- ``Regression anytime'' with brute-force SVD truncation (Q2240846) (← links)
- Linear regression MDP scheme for discrete backward stochastic differential equations under general conditions (Q2792367) (← links)
- Analytical Approximation of Variable Annuities for Small Volatility and Small Withdrawal (Q2967980) (← links)