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Documents Tichy, Robert 55 résultats

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Optimizing dividends and limited capital injections via exponential approximations I Avram, Florin 02/11/2020 G
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Number sequences for simulation - lecture 1 Ökten, Giray 02/11/2020 G
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Two concrete FinTech applications of QMC Larcher, Gerhard 02/11/2020 G
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Brief introduction of Quasi-Monte Carlo Methods and their Applications Leobacher, Gunther 02/11/2020 G
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On the estimation of conditional quantiles - lecture 1 Maume-Deschamps, Véronique 02/11/2020 G
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The coordinate sampler: a non-reversible Gibbs-like MCMC sampler Robert, Christian P 02/11/2020 G
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Risk theory: models and objectives PDMPs in risk theory and QMC integration I Thonhauser, Stefan 02/11/2020 G
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Quasi-Monte Carlo methods and applications: introduction Tichy, Robert 02/11/2020 G
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Derivative pricing, simulation from non-uniform distributions - lecture 3 Ökten, Giray 02/11/2020 G
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PDMPs and Integrals PDMPs in risk theory and QMC integration II Thonhauser, Stefan 02/11/2020 G