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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
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Cheapest-to-deliver collateral : a common factor approach
Wolf, Felix Lukas
;
Grzelak, Lech A.
;
Deelstra, Griselda
- In:
Quantitative finance
22
(
2022
)
4
,
pp. 707-723
Persistent link: https://www.econbiz.de/10013367854
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