Monte Carlo and Quasi-Monte Carlo Methods 2012 - Springer Proceedings in Mathematics & Statistics
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Published By Springer Berlin Heidelberg

9783642410949, 9783642410956

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ANOVA Decomposition of Convex Piecewise Linear Functions

Monte Carlo and Quasi-Monte Carlo Methods 2012 - Springer Proceedings in Mathematics & Statistics ◽

10.1007/978-3-642-41095-6_30 ◽

2013 ◽

pp. 581-596

Author(s):

Werner Römisch

Keyword(s):

Piecewise Linear ◽

Linear Functions ◽

Piecewise Linear Functions

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Reconstructing Multivariate Trigonometric Polynomials by Sampling Along Generated Sets

Monte Carlo and Quasi-Monte Carlo Methods 2012 - Springer Proceedings in Mathematics & Statistics ◽

10.1007/978-3-642-41095-6_21 ◽

2013 ◽

pp. 439-454 ◽

Cited By ~ 1

Author(s):

Lutz Kämmerer

Keyword(s):

Trigonometric Polynomials

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Extended Latin Hypercube Sampling for Integration and Simulation

Monte Carlo and Quasi-Monte Carlo Methods 2012 - Springer Proceedings in Mathematics & Statistics ◽

10.1007/978-3-642-41095-6_13 ◽

2013 ◽

pp. 317-330 ◽

Cited By ~ 2

Author(s):

Rami El Haddad ◽

Rana Fakhereddine ◽

Christian Lécot ◽

Gopalakrishnan Venkiteswaran

Keyword(s):

Latin Hypercube Sampling ◽

Latin Hypercube

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Complexity of Banach Space Valued and Parametric Integration

Monte Carlo and Quasi-Monte Carlo Methods 2012 - Springer Proceedings in Mathematics & Statistics ◽

10.1007/978-3-642-41095-6_12 ◽

2013 ◽

pp. 297-316 ◽

Cited By ~ 9

Author(s):

Thomas Daun ◽

Stefan Heinrich

Keyword(s):

Banach Space ◽

Parametric Integration

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Noisy Information: Optimality, Complexity, Tractability

Monte Carlo and Quasi-Monte Carlo Methods 2012 - Springer Proceedings in Mathematics & Statistics ◽

10.1007/978-3-642-41095-6_7 ◽

2013 ◽

pp. 173-209 ◽

Cited By ~ 1

Author(s):

Leszek Plaskota

Keyword(s):

Noisy Information

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Hit-and-Run for Numerical Integration

Monte Carlo and Quasi-Monte Carlo Methods 2012 - Springer Proceedings in Mathematics & Statistics ◽

10.1007/978-3-642-41095-6_31 ◽

2013 ◽

pp. 597-612 ◽

Cited By ~ 2

Author(s):

Daniel Rudolf

Keyword(s):

Numerical Integration ◽

Hit And Run

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Conditional Sampling for Barrier Option Pricing Under the Heston Model

Monte Carlo and Quasi-Monte Carlo Methods 2012 - Springer Proceedings in Mathematics & Statistics ◽

10.1007/978-3-642-41095-6_9 ◽

2013 ◽

pp. 253-269 ◽

Cited By ~ 5

Author(s):

Nico Achtsis ◽

Ronald Cools ◽

Dirk Nuyens

Keyword(s):

Option Pricing ◽

Heston Model ◽

Conditional Sampling ◽

Barrier Option ◽

Barrier Option Pricing

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A Kernel-Based Collocation Method for Elliptic Partial Differential Equations With Random Coefficients

Monte Carlo and Quasi-Monte Carlo Methods 2012 - Springer Proceedings in Mathematics & Statistics ◽

10.1007/978-3-642-41095-6_14 ◽

2013 ◽

pp. 331-347 ◽

Cited By ~ 1

Author(s):

Gregory E. Fasshauer ◽

Qi Ye

Keyword(s):

Partial Differential Equations ◽

Differential Equations ◽

Collocation Method ◽

Elliptic Partial Differential Equations ◽

Random Coefficients ◽

Partial Differential

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Multilevel Monte Carlo Methods

Monte Carlo and Quasi-Monte Carlo Methods 2012 - Springer Proceedings in Mathematics & Statistics ◽

10.1007/978-3-642-41095-6_4 ◽

2013 ◽

pp. 83-103 ◽

Cited By ~ 11

Author(s):

Michael B. Giles

Keyword(s):

Monte Carlo ◽

Monte Carlo Methods ◽

Multilevel Monte Carlo

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Guaranteed Conservative Fixed Width Confidence Intervals via Monte Carlo Sampling

Monte Carlo and Quasi-Monte Carlo Methods 2012 - Springer Proceedings in Mathematics & Statistics ◽

10.1007/978-3-642-41095-6_5 ◽

2013 ◽

pp. 105-128 ◽

Cited By ~ 3

Author(s):

Fred J. Hickernell ◽

Lan Jiang ◽

Yuewei Liu ◽

Art B. Owen

Keyword(s):

Monte Carlo ◽

Confidence Intervals ◽

Monte Carlo Sampling

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Monte Carlo and Quasi-Monte Carlo Methods 2012 - Springer Proceedings in Mathematics & StatisticsLatest Publications

TOTAL DOCUMENTS

H-INDEX

Published By Springer Berlin Heidelberg

ANOVA Decomposition of Convex Piecewise Linear Functions

Reconstructing Multivariate Trigonometric Polynomials by Sampling Along Generated Sets

Extended Latin Hypercube Sampling for Integration and Simulation

Complexity of Banach Space Valued and Parametric Integration

Noisy Information: Optimality, Complexity, Tractability

Hit-and-Run for Numerical Integration

Conditional Sampling for Barrier Option Pricing Under the Heston Model

A Kernel-Based Collocation Method for Elliptic Partial Differential Equations With Random Coefficients

Multilevel Monte Carlo Methods

Guaranteed Conservative Fixed Width Confidence Intervals via Monte Carlo Sampling

Monte Carlo and Quasi-Monte Carlo Methods 2012 - Springer Proceedings in Mathematics & Statistics
Latest Publications