March 28, 2016 article Open access Multi-Index Stochastic Collocation for random PDEs Computer Methods in Applied Mechanics and Engineering DOI: 10.1016/j.cma.2016.03.029 Full text (OA) OpenAlex Authors 0 Author list not loaded yet. Cited by 4 stored of 60 Search Sort Most cited Newest Oldest Patent citations Title Any typearticle review book-chapter conference-paper preprint dissertation book dataset other Any fieldAgricultural and Biological Sciences Arts and Humanities Biochemistry, Genetics and Molecular Biology Business, Management and Accounting Chemical Engineering Chemistry Computer Science Decision Sciences Dentistry Earth and Planetary Sciences Economics, Econometrics and Finance Energy Engineering Environmental Science Health Professions Immunology and Microbiology Materials Science Mathematics Medicine Neuroscience Nursing Pharmacology, Toxicology and Pharmaceutics Physics and Astronomy Psychology Social Sciences Veterinary Open access Numerical smoothing with hierarchical adaptive sparse grids and quasi-Monte Carlo methods for efficient option pricing 2022 Quantitative Finance article Economics, Econometrics and Finance Stochastic processes and financial applications Open access 9 citations Hierarchical adaptive sparse grids and quasi-Monte Carlo for option pricing under the rough Bergomi model 2020 Quantitative Finance article Economics, Econometrics and Finance Stochastic processes and financial applications Open access 17 citations Multilevel double loop Monte Carlo and stochastic collocation methods with importance sampling for Bayesian optimal experimental design 2020 International Journal for Numerical Methods in Engineering article Decision Sciences Optimal Experimental Design Methods Open access 28 citations Multilevel weighted least squares polynomial approximation 2020 ESAIM Mathematical Modelling and Numerical Analysis article Mathematics Mathematical Approximation and Integration Open access 11 citations 4 results References 0