- Location
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Deutsche Nationalbibliothek Frankfurt am Main
- Extent
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Online-Ressource
- Language
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Englisch
- Bibliographic citation
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Importance sampling for backward SDEs ; 254
Konstanzer Schriften in Mathematik und Informatik ; 254
- Classification
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Mathematik
- Creator
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Bender, Christian
Moseler, Thilo
- URN
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urn:nbn:de:bsz:352-opus-65227
- Rights
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Der Zugriff auf das Objekt ist unbeschränkt möglich.
- Last update
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14.08.2025, 11:01 AM CEST
Data provider
This object is provided by:
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Associated
- Bender, Christian
- Moseler, Thilo
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Importance sampling for backward SDEs
A Picard-type iteration for backward stochastic differential equations : convergence and importance sampling
Implicitly adaptive importance sampling
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On Importance Sampling for State Space Models
A linear heuristic for multiple importance sampling
Adaptive Importance Sampling for Control and Inference
Importance conditional sampling for Pitman–Yor mixtures
Approximations of option price elasticities for importance sampling
Efficient Importance Sampling Techniques for the Photon Map
Efficient importance sampling in applied econometrics
Improving MCMC Using Efficient Importance Sampling
Importance sampling for backward SDEs
A Picard-type iteration for backward stochastic differential equations : convergence and importance sampling
Implicitly adaptive importance sampling
The forward–backward envelope for sampling with the overdamped Langevin algorithm
On Importance Sampling for State Space Models
A linear heuristic for multiple importance sampling
Adaptive Importance Sampling for Control and Inference
Importance conditional sampling for Pitman–Yor mixtures
Approximations of option price elasticities for importance sampling
Efficient Importance Sampling Techniques for the Photon Map
Efficient importance sampling in applied econometrics