×

Found 125 Documents (Results 1–100)

100
MathJax

Control variates for stochastic simulation of chemical reaction networks. (English) Zbl 1422.92041

Bortolussi, Luca (ed.) et al., Computational methods in systems biology. 17th international conference, CMSB 2019, Trieste, Italy, September 18–20, 2019. Proceedings. Cham: Springer. Lect. Notes Comput. Sci. 11773, 42-59 (2019).
MSC:  92C40 92C42
PDF BibTeX XML Cite
Full Text: DOI arXiv

Regression-based variance reduction approach for strong approximation schemes. (English) Zbl 1386.65035

Panov, Vladimir (ed.), Modern problems of stochastic analysis and statistics. Selected contributions in honor of Valentin Konakov’s 70th birthday, Moscow, Russia, May 29 – June 2, 2016. Cham: Springer (ISBN 978-3-319-65312-9/hbk; 978-3-319-65313-6/ebook). Springer Proceedings in Mathematics & Statistics 208, 131-178 (2017).
MSC:  65C30 65C05 65C60 60H10 60H35
PDF BibTeX XML Cite
Full Text: DOI arXiv

Stochastic simulation and Monte Carlo methods. Mathematical foundations of stochastic simulation. (English) Zbl 1281.65003

Stochastic Modelling and Applied Probability 68. Berlin: Springer (ISBN 978-3-642-39362-4/hbk; 978-3-642-39363-1/ebook). xvi, 260 p. (2013).
PDF BibTeX XML Cite
Full Text: DOI

Some new perspectives on the method of control variates. (English) Zbl 1002.65016

Fang, Kai-Tai (ed.) et al., Monte Carlo and quasi-Monte Carlo methods 2000. Proceedings of a conference, held at Hong Kong Baptist Univ., Hong Kong SAR, China, November 27 - December 1, 2000. Berlin: Springer. 27-49 (2002).
MSC:  65C60 65C05 62G05 62J10
PDF BibTeX XML Cite

Monte Carlo methods for security pricing. (English) Zbl 0991.91026

Jouini, E. (ed.) et al., Option pricing, interest rates and risk management. Cambridge: Cambridge University Press. Handbooks in Mathematical Finance. 185-238 (2001).
MSC:  91G60 65C10 91G20
PDF BibTeX XML Cite

Filter Results by …

Document Type

Reviewing State

all top 5

Author

all top 5

Serial

all top 5

Year of Publication

all top 3

Classification

all top 3

Software