Monte Carlo and Quasi-Monte Carlo Methods

Faster Valuation ofFinancial DerivativesFaster Valuation of Financial DerivativesMonte Carlo Complexityof Global Solution of…Monte Carlo Complexity of Global Solution of Integral EquationsOn the L2-Discrepancyfor Anchored BoxesOn the L2-Discrepancy for Anchored BoxesAlgorithm 823:Implementing scrambled…Algorithm 823: Implementing scrambled digital sequencesImproved MultilevelMonte Carlo Convergence…Improved Multilevel Monte Carlo Convergence using the Milstein SchemeMultilevel Monte CarloPath SimulationMultilevel Monte Carlo Path SimulationMulti-level Monte Carloalgorithms for…Multi-level Monte Carlo algorithms for infinite-dimensional integration on RNDeterministicmulti-level algorithms…Deterministic multi-level algorithms for infinite-dimensional integration on RNDigital Nets andSequencesDigital Nets and SequencesInfinite-dimensionalintegration on weighted…Infinite-dimensional integration on weighted Hilbert spacesBrownian meanders,importance sampling and…Brownian meanders, importance sampling and unbiased simulation of diffusion extremesLocalization and ExactSimulation of Brownian…Localization and Exact Simulation of Brownian Motion-Driven Stochastic Differential EquationsLatin Supercube Samplingfor Very…Latin Supercube Sampling for Very High-Dimensional SimulationsRandomized HaltonsequencesRandomized Halton sequencesThe Price of Pessimismfor Multidimensional…The Price of Pessimism for Multidimensional QuadratureThe construction of goodextensible rank-1…The construction of good extensible rank-1 latticesDeterministicmulti-level algorithms…Deterministic multi-level algorithms for infinite-dimensional integration on RNMultilevel Monte CarlomethodsMultilevel Monte Carlo methodsHigh-dimensionalintegration: The…High-dimensional integration: The quasi-Monte Carlo wayQuasi-Monte Carlomethods for lattice…Quasi-Monte Carlo methods for lattice systems: A first lookOptimal randomizedchanging dimension…Optimal randomized changing dimension algorithms for infinite-dimensional integration on function spaces with ANOVA-type decompositionWhy the Monte Carlomethod is so important…Why the Monte Carlo method is so important todayQuasi-Monte Carlo pointsets with small t-value…Quasi-Monte Carlo point sets with small t-values and WAFOMEmbeddings of weightedHilbert spaces and…Embeddings of weighted Hilbert spaces and applications to multivariate and infinite-dimensional integrationMonte Carlo andQuasi-Monte Carlo…Monte Carlo and Quasi-Monte Carlo Methods過去の参考文献中心の論文この論文を引用する論文古い新しい

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