Monte Carlo and Quasi-Monte Carlo Methods 2008
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42

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Published By Springer Berlin Heidelberg

9783642041068, 9783642041075

Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

The Weighted Variance Minimization in Jump-Diffusion Stochastic Volatility Models

Monte Carlo and Quasi-Monte Carlo Methods 2008 ◽

10.1007/978-3-642-04107-5_24 ◽

2009 ◽

pp. 383-394 ◽

Cited By ~ 1

Author(s):

Anatoly Gormin ◽

Yuri Kashtanov

Keyword(s):

Stochastic Volatility ◽

Jump Diffusion ◽

Stochastic Volatility Models ◽

Variance Minimization ◽

Volatility Models

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Extensions of Fibonacci Lattice Rules

Monte Carlo and Quasi-Monte Carlo Methods 2008 ◽

10.1007/978-3-642-04107-5_15 ◽

2009 ◽

pp. 259-270 ◽

Cited By ~ 1

Author(s):

Ronald Cools ◽

Dirk Nuyens

Keyword(s):

Lattice Rules ◽

Fibonacci Lattice

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Monte Carlo Computation in Finance

Monte Carlo and Quasi-Monte Carlo Methods 2008 ◽

10.1007/978-3-642-04107-5_2 ◽

2009 ◽

pp. 19-42 ◽

Cited By ~ 6

Author(s):

Jeremy Staum

Keyword(s):

Monte Carlo ◽

Monte Carlo Computation

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On Quasi-Monte Carlo Rules Achieving Higher Order Convergence

Monte Carlo and Quasi-Monte Carlo Methods 2008 ◽

10.1007/978-3-642-04107-5_5 ◽

2009 ◽

pp. 73-96 ◽

Cited By ~ 6

Author(s):

Josef Dick

Keyword(s):

Monte Carlo ◽

Higher Order ◽

Order Convergence ◽

Quasi Monte Carlo ◽

Higher Order Convergence

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On Subsequences of Niederreiter-Halton Sequences

Monte Carlo and Quasi-Monte Carlo Methods 2008 ◽

10.1007/978-3-642-04107-5_27 ◽

2009 ◽

pp. 423-438 ◽

Cited By ~ 2

Author(s):

Roswitha Hofer

Keyword(s):

Halton Sequences

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MINT – New Features and New Results

Monte Carlo and Quasi-Monte Carlo Methods 2008 ◽

10.1007/978-3-642-04107-5_10 ◽

2009 ◽

pp. 171-189

Author(s):

Rudolf Schürer ◽

Wolfgang Ch. Schmid

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Computational Complexity of Metropolis-Hastings Methods in High Dimensions

Monte Carlo and Quasi-Monte Carlo Methods 2008 ◽

10.1007/978-3-642-04107-5_4 ◽

2009 ◽

pp. 61-71 ◽

Cited By ~ 2

Author(s):

Alexandros Beskos ◽

Andrew Stuart

Keyword(s):

Computational Complexity ◽

High Dimensions

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Markov Chain Monte Carlo Algorithms: Theory and Practice

Monte Carlo and Quasi-Monte Carlo Methods 2008 ◽

10.1007/978-3-642-04107-5_9 ◽

2009 ◽

pp. 157-169 ◽

Cited By ~ 1

Author(s):

Jeffrey S. Rosenthal

Keyword(s):

Monte Carlo ◽

Markov Chain ◽

Markov Chain Monte Carlo ◽

Theory And Practice ◽

Monte Carlo Algorithms

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Implementation of a Component-By-Component Algorithm to Generate Small Low-Discrepancy Samples

Monte Carlo and Quasi-Monte Carlo Methods 2008 ◽

10.1007/978-3-642-04107-5_20 ◽

2009 ◽

pp. 323-338 ◽

Cited By ~ 3

Author(s):

Benjamin Doerr ◽

Michael Gnewuch ◽

Magnus Wahlström

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Equidistribution Properties of Generalized Nets and Sequences

Monte Carlo and Quasi-Monte Carlo Methods 2008 ◽

10.1007/978-3-642-04107-5_19 ◽

2009 ◽

pp. 305-322 ◽

Cited By ~ 7

Author(s):

Josef Dick ◽

Jan Baldeaux

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