Pages that link to "Item:Q2483201"
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The following pages link to New Brownian bridge construction in quasi-Monte Carlo methods for computational finance (Q2483201):
Displaying 13 items.
- How do path generation methods affect the accuracy of quasi-Monte Carlo methods for problems in finance? (Q413476) (← links)
- Fast orthogonal transforms and generation of Brownian paths (Q413477) (← links)
- On the tractability of the Brownian bridge algorithm (Q652449) (← links)
- Quasi-Monte Carlo methods with applications in finance (Q964676) (← links)
- The Brownian bridge does not offer a consistent advantage in quasi-Monte Carlo integration (Q1599199) (← links)
- Valuing convertible bonds based on LSRQM method (Q2320730) (← links)
- On the use of dimension reduction techniques in quasi-Monte Carlo methods (Q2389861) (← links)
- Efficient Monte Carlo simulation for integral functionals of Brownian motion (Q2442860) (← links)
- An iterative algorithm to determine the number of time steps in path generation methods (Q2814080) (← links)
- Quasi-Monte Carlo Methods in Financial Engineering: An Equivalence Principle and Dimension Reduction (Q3013920) (← links)
- (Q5095418) (← links)
- Forward or backward simulation? A comparative study (Q5139227) (← links)
- A new hybrid Monte Carlo simulation for Asian options pricing (Q5220733) (← links)
