SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

On adaptive stratification · Study

ArticleShelves

ArticleOn adaptive stratification

Pierre Étoré2009

OA

Articlegreen2009

On adaptive stratification

Pierre Étoré · Gersende Fort · Benjamin Jourdain A · Éric Moulines

26 citations·0/0 files stored·Annals of Operations Research

No readable copy stored yet — this record is metadata only.

No open-access location is known for this record yet.

Literature note Cite in a project Citation map

Stochastic processes and financial applications Markov Chains and Monte Carlo Methods Mathematical Approximation and Integration

Abstract

No abstract was published for this record.

Paper brief

Loading…

Cite this work

Citation unavailable for this work.

BibTeX RIS CSL-JSON

No public copy is stored for this record, so only the metadata is cited.

Citations in this library

Citation map →

Stored only when both papers are in the corpus — 26 citations exist upstream.

References

2003Monte Carlo Methods in Financial Engineering 2007Simulation and the Monte Carlo Method 2003Stochastic Approximation and Recursive Algorithms and Applications 2007Stochastic Simulation 2006Exact Simulation of Stochastic Volatility and Other Affine Jump Diffusion Processes 1996Optimization of Stochastic Models 1999Asymptotically Optimal Importance Sampling and Stratification for Pricing Path‐Dependent Options 1998Optimization of Stochastic Models: The Interface Between Simulation and Optimization

Cited by

2011Sequential Monte Carlo Methods for Option Pricing 2013Control variates and conditional Monte Carlo for basket and Asian options 2022ADAPTIVE STRATIFIED SAMPLING FOR NONSMOOTH PROBLEMS

Related works

Explore the map →

Papers that cite the same references — the relational fallback while embeddings are still backfilling.

2013Localization and Exact Simulation of Brownian Motion-Driven Stochastic Differential Equationsarticle · 4 shared references 2010Unconstrained Recursive Importance Samplingpreprint · 4 shared references 2008Optimal Importance Sampling Parameter Search for Lévy Processes via Stochastic Approximationarticle · 4 shared references 2013Control variates and conditional Monte Carlo for basket and Asian optionsarticle · 4 shared references 2018A unified framework for stochastic optimizationarticle · 3 shared references 2016THE 4/2 STOCHASTIC VOLATILITY MODEL: A UNIFIED APPROACH FOR THE HESTON AND THE 3/2 MODELarticle · 3 shared references

Details

Year2009

Typearticle

Published2009-11-19

VenueAnnals of Operations Research

ISSN-L0254-5330

Languageen

Citations26

Files0 public / 0

ShelfStochastic processes and financial applications

Identifiers

doi10.1007/s10479-009-0638-9

openalex_workW2149372432

Links

Imported from OpenAlex (CC0) — nothing here is generated.