Pages that link to "Item:Q3177719"
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The following pages link to Quasi-Monte Carlo for discontinuous integrands with singularities along the boundary of the unit cube (Q3177719):
Displaying 6 items.
- An adaptive approach to cube-based quasi-Monte Carlo integration on \(\mathbb R^d\) (Q974244) (← links)
- Sensitivity estimation of conditional value at risk using randomized quasi-Monte Carlo (Q2076930) (← links)
- On the Error Rate of Conditional Quasi--Monte Carlo for Discontinuous Functions (Q4633796) (← links)
- Convergence analysis of quasi-Monte Carlo sampling for quantile and expected shortfall (Q5131004) (← links)
- Efficient Importance Sampling in Quasi-Monte Carlo Methods for Computational Finance (Q5856682) (← links)
- Quasi-Monte Carlo for discontinuous integrands with singularities along the boundary of the unit cube (Q6283043) (← links)