Efficient Importance Sampling in Quasi-Monte Carlo Methods for Computational Finance.

Chaojun Zhang Xiaoqun Wang Zhijian He

Published in: SIAM J. Sci. Comput. (2021)

Keyphrases

importance sampling
monte carlo methods
monte carlo
computational finance
markov chain
kalman filter
computational intelligence
neural network
reinforcement learning
state space
fuzzy logic
approximate inference
financial forecasting