Pages that link to "Item:Q953725"

The following pages link to Randomized quasi-Monte Carlo methods in pricing securities (Q953725):

Displaying 23 items.

• An auto-realignment method in quasi-Monte Carlo for pricing financial derivatives with jump structures (Q323335) (← links)
• Generating low-discrepancy sequences from the normal distribution: Box-Muller or inverse transform? (Q552152) (← links)
• Fast delta computations in the swap-rate market model (Q633332) (← links)
• Parameterization based on randomized quasi-Monte Carlo methods (Q991136) (← links)
• Monte Carlo methods for security pricing (Q1391435) (← links)
• Applications of randomized low discrepancy sequences to the valuation of complex securities (Q1583155) (← links)
• A quasi-Monte Carlo implementation of the ziggurat method (Q1637510) (← links)
• Practical policy iteration: generic methods for obtaining rapid and tight bounds for Bermudan exotic derivatives using Monte Carlo simulation (Q1994265) (← links)
• Implementing de-biased estimators using mixed sequences (Q2026640) (← links)
• A goodness-of-fit test for copulas based on the collision test (Q2093120) (← links)
• Generalized von Neumann-Kakutani transformation and random-start scrambled Halton sequences (Q2272147) (← links)
• Optimal multilevel randomized quasi-Monte-Carlo method for the stochastic drift-diffusion-Poisson system (Q2310184) (← links)
• Efficient simulation of a multi-factor stochastic volatility model (Q2349593) (← links)
• Computation of the endogenous mortgage rates with randomized quasi-Monte Carlo simulations (Q2472633) (← links)
• On pricing discrete barrier options using conditional expectation and importance sampling Monte Carlo (Q2473285) (← links)
• Stochastic ceteris paribus simulations (Q2476607) (← links)
• A central limit theorem and improved error bounds for a hybrid-Monte Carlo sequence with applications in computational finance (Q2507585) (← links)
• Monte Carlo and quasi-Monte Carlo methods for Dempster's rule of combination (Q2671754) (← links)
• Quasi-Monte Carlo Methods in Numerical Finance (Q4363657) (← links)
• High-performance financial simulation using randomized quasi-Monte Carlo methods (Q4619507) (← links)
• Quasi-Monte Carlo methods for derivatives on realised variance of an index under the benchmark approach (Q4639250) (← links)
• Non-parametric partial importance sampling for financial derivative pricing (Q5300444) (← links)
• Nonparametric particle filtering and smoothing with quasi-Monte Carlo sampling (Q5300740) (← links)