Pages that link to "Item:Q5322090"
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The following pages link to Large Sample Properties of Weighted Monte Carlo Estimators (Q5322090):
Displaying 11 items.
- An efficient control variate method for pricing variance derivatives (Q711233) (← links)
- Limit theorems for weighted samples with applications to sequential Monte Carlo methods (Q955144) (← links)
- Optimal bespoke CDO design via NSGA-II (Q1040049) (← links)
- Incorporating views on marginal distributions in the calibration of risk models (Q1785320) (← links)
- Solving inverse problems in stochastic models using deep neural networks and adversarial training (Q2237477) (← links)
- Weighted Monte Carlo: A new technique for calibrating asset-pricing models (Q2725583) (← links)
- Robust risk measurement and model risk (Q2879011) (← links)
- Monte Carlo approximate tensor moment simulations (Q2955984) (← links)
- Optimization-Based Calibration of Simulation Input Models (Q5129200) (← links)
- Monte Carlo integration with a growing number of control variates (Q5205948) (← links)
- In memoriam: Marco Avellaneda (1955–2022) (Q6054441) (← links)