Pages that link to "Item:Q4541528"

The following pages link to Toward real-time pricing of complex financial derivatives (Q4541528):

Displaying 37 items.

• On the construction of general cubature formula by flat extensions (Q281965) (← links)
• Pricing exotic options and American options: a multidimensional asymptotic expansion approach (Q356757) (← links)
• Construction of scrambled polynomial lattice rules over \(\mathbb{F}_{2}\) with small mean square weighted \(\mathcal{L}_{2}\) discrepancy (Q398623) (← links)
• How do path generation methods affect the accuracy of quasi-Monte Carlo methods for problems in finance? (Q413476) (← links)
• Dimension-wise integration of high-dimensional functions with applications to finance (Q708311) (← links)
• Comparison of randomization techniques for low-discrepancy sequences in finance (Q867694) (← links)
• Randomized quasi-Monte Carlo methods in pricing securities (Q953725) (← links)
• Parameterization based on randomized quasi-Monte Carlo methods (Q991136) (← links)
• Efficient deterministic numerical simulation of stochastic asset-liability management models in life insurance (Q1023106) (← links)
• When are quasi-Monte Carlo algorithms efficient for high dimensional integrals? (Q1265135) (← links)
• On the \(L_2\)-discrepancy for anchored boxes (Q1279913) (← links)
• The price of pessimism for multidimensional quadrature (Q1347848) (← links)
• Monte Carlo methods for security pricing (Q1391435) (← links)
• Sufficient conditions for fast quasi-Monte Carlo convergence (Q1401997) (← links)
• My dream quadrature rule (Q1402003) (← links)
• Applications of randomized low discrepancy sequences to the valuation of complex securities (Q1583155) (← links)
• The Brownian bridge does not offer a consistent advantage in quasi-Monte Carlo integration (Q1599199) (← links)
• The effective dimension and quasi-Monte Carlo integration (Q1869960) (← links)
• A new simulation scheme of diffusion processes: Application of the Kusuoka approximation to finance problems. (Q1873069) (← links)
• A stochastic algorithm for high-dimensional integrals over unbounded regions with Gaussian weight (Q1964077) (← links)
• Gaussian limits for discrepancies. I: Asymptotic results (Q1967213) (← links)
• Optimal randomized changing dimension algorithms for infinite-dimensional integration on function spaces with ANOVA-type decomposition (Q2016136) (← links)
• A computational investigation of the optimal Halton sequence in QMC applications (Q2335713) (← links)
• Comparison of Sobol' sequences in financial applications (Q2417977) (← links)
• Low discrepancy sequences in high dimensions: how well are their projections distributed? (Q2479345) (← links)
• New Brownian bridge construction in quasi-Monte Carlo methods for computational finance (Q2483201) (← links)
• Computation of optimal portfolios using simulation-based dimension reduction (Q2518536) (← links)
• Calibration of financial models using quasi-Monte Carlo (Q3087042) (← links)
• Weak Approximation of Stochastic Differential Equations and Application to Derivative Pricing (Q3502205) (← links)
• Pricing Options Using Lattice Rules (Q3518776) (← links)
• Fast convergence of quasi-Monte Carlo for a class of isotropic integrals (Q4517523) (← links)
• Fully Symmetric Kernel Quadrature (Q4607640) (← links)
• Higher-order Discretization Methods of Forward-backward SDEs Using KLNV-scheme and Their Applications to XVA Pricing (Q5241903) (← links)
• Non-parametric partial importance sampling for financial derivative pricing (Q5300444) (← links)
• Pricing Bermudan options using low-discrepancy mesh methods (Q5397421) (← links)
• Valuation of the Reset Options Embedded in Some Equity-Linked Insurance Products (Q5718216) (← links)
• A new method for generating approximation algorithms for financial mathematics applications (Q5745631) (← links)