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Search: subject:"Nested simulation"
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Simulation
19
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11
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11
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11
nested simulation
11
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6
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1
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11
Technical note: bootstrap-based budget allocation for
nested
simulation
Zhang, Kun
;
Liu, Guangwu
;
Wang, Shiyu
- In:
Operations research
70
(
2022
)
2
,
pp. 1128-1142
Persistent link: https://www.econbiz.de/10013365858
Saved in:
12
Subsampling to enhance efficiency in input uncertainty quantification
Lam, Henry
;
Qian, Huajie
- In:
Operations research
70
(
2022
)
3
,
pp. 1891-1913
Persistent link: https://www.econbiz.de/10013366289
Saved in:
13
Nested Monte Carlo simulation in financial reporting : a review and a new hybrid approach
Li, Peng
;
Feng, Runhuan
- In:
Scandinavian actuarial journal
2021
(
2021
)
9
,
pp. 744-778
Persistent link: https://www.econbiz.de/10012653687
Saved in:
14
Non-nested estimators for the central moments of a conditional expectation and their convergence properties
Cheng, Hong-Fa
;
Zhang, Kun
- In:
Operations research letters
49
(
2021
)
5
,
pp. 625-632
Persistent link: https://www.econbiz.de/10013207415
Saved in:
15
Fast and efficient
nested
simulation
for large variable annuity portfolios : a surrogate modeling approach
Lin, X. Sheldon
;
Yang, Shuai
- In:
Insurance
91
(
2020
),
pp. 85-103
Persistent link: https://www.econbiz.de/10012241991
Saved in:
16
Efficient dynamic hedging for large variable annuity portfolios with multiple underlying assets
Lin, X. Sheldon
;
Yang, Shuai
- In:
ASTIN bulletin : the journal of the International …
50
(
2020
)
3
,
pp. 913-957
Persistent link: https://www.econbiz.de/10012307390
Saved in:
17
Effect of risk preference on the valuation of time charter contracts with extension options
Pires, Floriano
- In:
Maritime policy & management
46
(
2019
)
7
,
pp. 831-844
Persistent link: https://www.econbiz.de/10012210173
Saved in:
18
Efficient budget allocation strategies for elementary effectsmethod in stochastic simulation
Shi, Wen
;
Chen, Xi
- In:
Naval research logistics : an international journal
65
(
2018
)
3
,
pp. 218-241
Persistent link: https://www.econbiz.de/10012166187
Saved in:
19
Faster comparison of stopping times by nested conditional Monte Carlo
Dickmann, Fabian
;
Schweizer, Nikolaus
- In:
The journal of computational finance
20
(
2016
)
2
,
pp. 101-123
Persistent link: https://www.econbiz.de/10011656716
Saved in:
20
Valuation of large variable annuity portfolios under
nested
simulation
: a functional data approach
Gan, Guojun
;
Lin, X. Sheldon
- In:
Insurance
62
(
2015
),
pp. 138-150
Persistent link: https://www.econbiz.de/10011312079
Saved in:
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