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  • Search: subject:"Kaczmarz algorithm"
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Year of publication
Subject
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Kaczmarz algorithm 2 Algorithm 1 Algorithmus 1 EM geotomography 1 Kleinste-Quadrate-Methode 1 Least squares method 1 Limited-data tomography 1 Linear least-squares problems 1 Monte Carlo 1 Monte Carlo simulation 1 Monte Carlo under budget constraints 1 Monte-Carlo-Simulation 1 Option pricing theory 1 Optionspreistheorie 1 Sampling 1 Simulation 1 Stichprobenerhebung 1 large-scale least-squares problems 1 multi-asset options 1 variance reduction 1 weighted sampling 1
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Online availability
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Free 1 Undetermined 1
Type of publication
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Article 1 Book / Working Paper 1
Type of publication (narrower categories)
All
Arbeitspapier 1 Graue Literatur 1 Non-commercial literature 1 Working Paper 1
Language
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English 1 Undetermined 1
Author
All
Filipović, Damir 1 Glau, Kathrin 1 Nakatsukasa, Yuji 1 Popa, Constantin 1 Statti, Francesco 1 Zdunek, Rafal 1
Published in...
All
Mathematics and Computers in Simulation (MATCOM) 1 Research paper series / Swiss Finance Institute 1 Swiss Finance Institute Research Paper 1
Source
All
ECONIS (ZBW) 1 RePEc 1
Showing 1 - 2 of 2
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Weighted Monte Carlo with least squares and randomized extended Kaczmarz for option pricing
Filipović, Damir; Glau, Kathrin; Nakatsukasa, Yuji; … - 2019
weighted sampling and the randomized extended Kaczmarz algorithm we obtain a new efficient approach to solve large-scale least …
Persistent link: https://www.econbiz.de/10012134288
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Cover Image
Kaczmarz extended algorithm for tomographic image reconstruction from limited-data
Popa, Constantin; Zdunek, Rafal - In: Mathematics and Computers in Simulation (MATCOM) 65 (2004) 6, pp. 579-598
image reconstruction in two electromagnetic geotomography problems. The results indicate that the extended Kaczmarz … algorithm gives much better results than the other two. …
Persistent link: https://www.econbiz.de/10011050715
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