Papamarkou, Theodore; Mira, Antonietta; Girolami, Mark Zero variance differential geometric Markov chain Monte Carlo algorithms. (English) Zbl 1327.60140 Bayesian Anal. 9, No. 1, 97-128 (2014). MSC: 60J22 60D05 62-04 62F15 62J02 PDFBibTeX XMLCite \textit{T. Papamarkou} et al., Bayesian Anal. 9, No. 1, 97--128 (2014; Zbl 1327.60140) Full Text: DOI Euclid
Nakayama, Marvin K. Confidence intervals for quantiles using sectioning when applying variance-reduction techniques. (English) Zbl 1322.68251 ACM Trans. Model. Comput. Simul. 24, No. 4, Article No. 19, 21 p. (2014). MSC: 68U20 62F25 62G05 62G30 PDFBibTeX XMLCite \textit{M. K. Nakayama}, ACM Trans. Model. Comput. Simul. 24, No. 4, Article No. 19, 21 p. (2014; Zbl 1322.68251) Full Text: DOI
Liang, Yijuan; Xu, Chenglong An efficient accelerating method of conditional Monte-Carlo simulation for two-factor option pricing model. (Chinese. English summary) Zbl 1313.91188 J. Tongji Univ., Nat. Sci. 42, No. 4, 645-650 (2014). MSC: 91G60 91G20 PDFBibTeX XMLCite \textit{Y. Liang} and \textit{C. Xu}, J. Tongji Univ., Nat. Sci. 42, No. 4, 645--650 (2014; Zbl 1313.91188) Full Text: DOI
Tan, Zhiqiang Second-order asymptotic theory for calibration estimators in sampling and missing-data problems. (English) Zbl 1298.62023 J. Multivariate Anal. 131, 240-253 (2014). MSC: 62D05 62F10 62F12 65C05 PDFBibTeX XMLCite \textit{Z. Tan}, J. Multivariate Anal. 131, 240--253 (2014; Zbl 1298.62023) Full Text: DOI
Christiansen, Marcus C.; Hirsch, Christian; Schmidt, Volker Prediction of regionalized car insurance risks based on control variates. (English) Zbl 1429.62464 Stat. Risk. Model. 31, No. 2, 163-181 (2014). MSC: 62P05 91G05 PDFBibTeX XMLCite \textit{M. C. Christiansen} et al., Stat. Risk. Model. 31, No. 2, 163--181 (2014; Zbl 1429.62464) Full Text: DOI
Deelstra, Griselda; Rayée, Grégory; Vanduffel, Steven; Yao, Jing Using model-independent lower bounds to improve pricing of Asian style options in Lévy markets. (English) Zbl 1290.91159 Astin Bull. 44, No. 2, 237-276 (2014). MSC: 91G20 PDFBibTeX XMLCite \textit{G. Deelstra} et al., ASTIN Bull. 44, No. 2, 237--276 (2014; Zbl 1290.91159) Full Text: DOI