The following pages link to (Q2779368):
Displaying 13 items.
- An auto-realignment method in quasi-Monte Carlo for pricing financial derivatives with jump structures (Q323335) (← links)
- A smooth estimator for MC/QMC methods in finance (Q622177) (← links)
- Error trends in quasi-Monte Carlo integration (Q709518) (← links)
- Randomized quasi-Monte Carlo methods in pricing securities (Q953725) (← links)
- High performance computing in quantitative finance: a review from the pseudo-random number generator perspective (Q2248049) (← links)
- Efficient randomized quasi-Monte Carlo methods for portfolio market risk (Q2404543) (← links)
- Quantum speedup of Monte Carlo integration with respect to the number of dimensions and its application to finance (Q2690258) (← links)
- (Q3084851) (← links)
- Calibration of financial models using quasi-Monte Carlo (Q3087042) (← links)
- (Q3583034) (← links)
- Quasi-Monte Carlo Methods in Numerical Finance (Q4363657) (← links)
- Quasi-Monte Carlo methods for derivatives on realised variance of an index under the benchmark approach (Q4639250) (← links)
- Efficient Importance Sampling in Quasi-Monte Carlo Methods for Computational Finance (Q5856682) (← links)
