The study further explores randomized QMC (RQMC), which maintains the QM...
Deep learning methods have achieved great success in solving partial
dif...
Importance sampling (IS) is valuable in reducing the variance of Monte C...
Variational Bayes (VB) is a popular tool for Bayesian inference in
stati...
Although many methods for computing the Greeks of discrete-time Asian op...
We consider the problem of estimating the probability of a large loss fr...