//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~person:"Witteveen, J. A. S."
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: person:"Grzelak, Lech A."
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Exact sampling
1
Heston
1
Lagrange interpolation
1
Monte Carlo
1
Monte Carlo simulation
1
Monte-Carlo-Simulation
1
SABR
1
Sampling
1
Squared Bessel
1
Stichprobenerhebung
1
Stochastic collocation
1
Stochastic process
1
Stochastischer Prozess
1
Theorie
1
Theory
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
1
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
1
Author
All
Witteveen, J. A. S.
Grzelak, Lech A.
36
Oosterlee, Cornelis W.
25
Oosterlee, Cornelis Willebrordus
8
van der Stoep, Anthonie
4
Chen, Bin
3
Singor, Stefan N.
3
Stoep, Anthonie W. van der
3
van Weeren, Sacha
3
Deelstra, Griselda
2
Grzelak, Lech A
2
Leitao Rodriguez, Alvaro
2
Liu, Shuaiqiang
2
Oosterlee, Cornelis W
2
Wolf, Felix Lukas
2
Borovykh, Natalia
1
Bragt, David D. B. van
1
Bragt, David D.B. van
1
Casamassima, Emanuele
1
GRZELAK, LECH A.
1
Mulder, Frank A.
1
OOSTERLEE, CORNELIS W.
1
STOEP, ANTHONIE W. VAN DER
1
Suárez-Taboada, M.
1
Weeren, Sacha Van
1
Zwaard, Thomas van der
1
van Bragt, David D.B.
1
more ...
less ...
Published in...
All
Quantitative finance
1
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The stochastic collocation Monte Carlo sampler : highly efficient sampling from "expensive" distributions
Grzelak, Lech A.
;
Witteveen, J. A. S.
;
Suárez-Taboada, M.
- In:
Quantitative finance
19
(
2019
)
2
,
pp. 339-356
Persistent link: https://www.econbiz.de/10012194657
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->