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variance reduction
45
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36
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34
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21
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21
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RePEc
63
ECONIS (ZBW)
45
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11
Automatic differentiation for diffusion operator integral
variance
reduction
Auster, Johan
- In:
The journal of computational finance
25
(
2022
)
4
,
pp. 27-53
Persistent link: https://www.econbiz.de/10014546286
Saved in:
12
Calibration of distributionally roubust empirical optimization models
Gotoh, Jun-ya
;
Kim, Michael Jong
;
Lim, Andrew E. B.
- In:
Operations research
69
(
2021
)
5
,
pp. 1630-1650
Persistent link: https://www.econbiz.de/10012661084
Saved in:
13
Randomized smoothing
variance
reduction
method for large-scale non-smooth convex optimization
Huang, Wenjie
;
Zhang, Xun
- In:
Operations research forum
2
(
2021
)
2
,
pp. 1-28
Persistent link: https://www.econbiz.de/10012589765
Saved in:
14
When does social desirability become a problem? : detection and reduction of social desirability bias in information systems research
Kwak, Dong-Heon
;
Ma, Xiao
;
Kim, Sumin
- In:
Information & management : the internat. journal of …
58
(
2021
)
7
,
pp. 1-13
Persistent link: https://www.econbiz.de/10013259433
Saved in:
15
Increment
variance
reduction
techniques with an application to multi-name credit derivatives
Rostan, Pierre
;
Rostan, Alexandra
;
Racicot, François-Éric
- In:
Computational economics
55
(
2020
)
1
,
pp. 1-35
Persistent link: https://www.econbiz.de/10012222571
Saved in:
16
Randomized dimension reduction for Monte Carlo simulations
Kahalé, Nabil
- In:
Management science : journal of the Institute for …
66
(
2020
)
3
,
pp. 1421-1439
Persistent link: https://www.econbiz.de/10012234611
Saved in:
17
Importance sampling in stochastic optimization : an application to intertemporal portfolio choice
Ekblom, J.
;
Blomvall, J.
- In:
European journal of operational research : EJOR
285
(
2020
)
1
,
pp. 106-119
Persistent link: https://www.econbiz.de/10012239487
Saved in:
18
Online risk monitoring using offline simulation
Jiang, Guangxin
;
Hong, L. Jeff
;
Nelson, Barry L.
- In:
INFORMS journal on computing : JOC
32
(
2020
)
2
,
pp. 356-375
Persistent link: https://www.econbiz.de/10012242763
Saved in:
19
Estimating the probability that a function observed with noise is convex
Jian, Nanjing
;
Henderson, Shane G.
- In:
INFORMS journal on computing : JOC
32
(
2020
)
2
,
pp. 376-389
Persistent link: https://www.econbiz.de/10012242767
Saved in:
20
An effective hybrid
variance
reduction
method for pricing the Asian options and its variants
Lu, King-Jeng
;
Liang, Chiung-Ju
;
Hsieh, Ming-Hua
;
Lee, …
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-7
Persistent link: https://www.econbiz.de/10012659091
Saved in:
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