Monte-Carlo Methods and Stochastic Processes: From Linear to Non-Linear

被引：0

作者：

Alfonsi, Aurelien ^{[1
]}

De Marco, Stefano ^{[2
]}

Gobet, Emmanuel

机构：

[1] Ecole Ponts ParisTech, CERMICS, Champs Sur Marne, France

[2] Ecole Polytech, Inst Polytech Paris, CMAP, Palaiseau, France

来源：

QUANTITATIVE FINANCE | 2024年 / 24卷 / 3-4期

关键词：

D O I：

10.1080/14697688.2024.2310568

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

页码：365 / 366

页数：2

共 50 条

[31] An accelerated linear method for optimizing non-linear wavefunctions in variational Monte Carlo
Sabzevari, Iliya
Mahajan, Ankit
Sharma, Sandeep
[J]. JOURNAL OF CHEMICAL PHYSICS, 2020, 152 (02):
[32] A MONTE-CARLO SIMULATION WITH AN IMPROVED ACTION FOR THE 0(3) NON-LINEAR SIGMA-MODEL
FALCIONI, M
MARTINELLI, G
PACIELLO, ML
TAGLIENTI, B
PARISI, G
[J]. NUCLEAR PHYSICS B, 1983, 225 (03) : 313 - 325
[33] Investigation of a new multiphase flow choke correlation by linear and non-linear optimization methods and Monte Carlo sampling
Khorzoughi, Mohammad Babaei
Beiranvand, Mahmoud Safar
Rasaei, Mohammad Reza
[J]. JOURNAL OF PETROLEUM EXPLORATION AND PRODUCTION TECHNOLOGY, 2013, 3 (04) : 279 - 285
[34] A CERTAIN CONVERGENCE OF ARITHMETIC MONTE-CARLO METHODS FOR INVERSION OF A LINEAR OPERATOR
COUOT, J
[J]. COMPTES RENDUS HEBDOMADAIRES DES SEANCES DE L ACADEMIE DES SCIENCES SERIE A, 1968, 267 (22): : 799 - &
[35] Monte Carlo Methods and Stochastic Processes
Tsodikov, Alexander
[J]. INTERNATIONAL STATISTICAL REVIEW, 2018, 86 (01) : 160 - 160
[36] NON-LINEAR EQUATIONS CONNECTED WITH THE OPTIMIZATION OF MONTE-CARLO METHODS FOR SOLVING INTEGRAL-EQUATIONS OF THE 2ND KIND
MIKHAILOV, GA
[J]. DOKLADY AKADEMII NAUK SSSR, 1980, 252 (04): : 792 - 796
[37] ON MONTE-CARLO METHODS IN CONVEX STOCHASTIC OPTIMIZATION
Bartl, Daniel
Mendelson, Shahar
[J]. ANNALS OF APPLIED PROBABILITY, 2022, 32 (04): : 3146 - 3198
[38] Sequential Monte Carlo Techniques for Solving Non-Linear Systems
Halton, John H.
[J]. MONTE CARLO METHODS AND APPLICATIONS, 2006, 12 (02): : 113 - 141
[39] Analysis of hydrological processes with non-linear methods
Kedra, Mariola
[J]. PROCEEDINGS OF THE INSTITUTION OF CIVIL ENGINEERS-WATER MANAGEMENT, 2016, 169 (05) : 212 - 220
[40] COMPARISON OF THE NON-LINEAR POISSON-BOLTZMANN APPROXIMATION WITH MONTE-CARLO RESULTS FOR THE PRIMITIVE MODEL OF AN ELECTROLYTE
HENDERSON, D
BARKER, JA
LOZADACASSOU, M
[J]. JOURNAL OF THE CHEMICAL SOCIETY-FARADAY TRANSACTIONS II, 1985, 81 (MAR): : 457 - 461

← 1 2 3 4 5 →