Vector estimators of the Monte Carlo method: Dual representation and optimization

ISSN： 1995-4239

Source： Numerical Analysis and Applications, Vol.3, Iss.4, 2010-10, pp. : 344-356

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract

Related content

Dual representation of the mean square of the Monte Carlo vector estimator

By Mikhailov G.

Doklady Mathematics, Vol. 83, Iss. 3, 2011-06 ,pp. : 386-388

MAIK Nauka/Interperiodica

Access to resources Recommend Favorite

The smoothed Monte Carlo method in robustness optimization

By Hendrix Eligius Olieman Niels

Optimization Methods and Software, Vol. 23, Iss. 5, 2008-10 ,pp. : 717-729

Taylor & Francis Ltd

Access to resources Recommend Favorite

Vector Implementation of Nonlinear Monte Carlo Coulomb Collisions

By Wang W.X. Okamoto M. Nakajima N. Murakami S.

Journal of Computational Physics, Vol. 128, Iss. 1, 1996-10 ,pp. : 209-222

Academic Press

Access to resources Recommend Favorite

Smoothed Monte Carlo estimators for the time-in-the-red in risk processes

By Makatis G.

Mathematical Methods of Operations Research, Vol. 59, Iss. 2, 2004-06 ,pp. : 329-342

Springer Publishing Company

Access to resources Recommend Favorite

Assessing the Performance of Different Volatility Estimators: A Monte Carlo Analysis

By Cartea Álvaro Karyampas Dimitrios

Applied Mathematical Finance, Vol. 19, Iss. 6, 2012-12 ,pp. : 535-552

Routledge Ltd

Access to resources Recommend Favorite