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Papers matching “Monte Carlo approximation” 118

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Numerical smoothing with hierarchical adaptive sparse grids and quasi-Monte Carlo methods for efficient option pricing
2022 Quantitative Finance article Mathematics Mathematical Approximation and Integration Open access

Christian Bayer, Chiheb Ben Hammouda, Raul F. Tempone

9

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 Probabilistic and Robust Engineering Design Open access

Joakim Beck, Ben Mansour Dia, Luis Espath, Raul F. Tempone

28

citations
Double-loop randomized quasi-Monte Carlo estimator for nested integration
2023 RWTH Publications (RWTH Aachen) preprint Mathematics Mathematical Approximation and Integration Open access

Arved Bartuska, André Gustavo Carlon, Luis Espath, Sebastian Krumscheid, Raul F. Tempone

0

citations
Hierarchical adaptive sparse grids and quasi-Monte Carlo for option pricing under the rough Bergomi model
2020 Quantitative Finance article Mathematics Mathematical Approximation and Integration Open access

17

citations
Multilevel randomized quasi Monte Carlo Estimator for nested integration
2024 arXiv (Cornell University) preprint Mathematics Mathematical Approximation and Integration Open access

Arved Bartuska, André Gustavo Carlon, Luis Espath, Sebastian Krumscheid, Raul F. Tempone

0

citations
Multilevel Monte Carlo with Numerical Smoothing for Robust and Efficient Computation of Probabilities and Densities
2024 SIAM Journal on Scientific Computing article Mathematics Mathematical Approximation and Integration

Christian Bayer, Chiheb Ben Hammouda, Raul F. Tempone

2

citations
Multidimensional integration using machine learning and Monte Carlo methods for acoustic predictions
2025 ESAIM Proceedings and Surveys article Engineering Acoustic Wave Phenomena Research Open access

Théo Coiffard, Victoria Eshomomoh Laoye, Yolhan Mannes, Nicolas Trafny

0

citations
Sensitivity and depth of investigation from Monte Carlo ensemble statistics
2020 Geophysical Prospecting article Earth and Planetary Sciences Geophysical and Geoelectrical Methods Open access

Christin Bobe, Johannes Keller, Ellen Van De Vijver

0

citations
Reproducibility of fixed-node diffusion Monte Carlo across diverse community codes: The case of water–methane dimer
2025 The Journal of Chemical Physics article Physics and Astronomy Advanced Condensed Matter Physics Open access

Flaviano Della Pia, Benjamin X. Shi, Yasmine S. Al-Hamdani, Dario Alfè, Tyler A. Anderson, Matteo Barborini, +25 more

9

citations
Probabilistic inversion of geoelectric and induced polarization measurements on reduced model spaces using Hamiltonian Monte Carlo
2024 conference-abstract Earth and Planetary Sciences Geophysical and Geoelectrical Methods Open access

Joost Hase, Florian Wagner, Maximilian Weigand, Andreas Kemna

0

citations
Towards conditioning discrete fracture network models: a Monte Carlo simulation approach including existing site data
2023 Safety of Nuclear Waste Disposal article Environmental Science Groundwater flow and contamination studies Open access

Klaus Fischer-Appelt, Frank Charlier

0

citations
Quasi-Monte Carlo with Domain Transformation for Efficient Fourier Pricing of Multi-Asset Options
2024 RePEc: Research Papers in Economics preprint Mathematics Mathematical Approximation and Integration Open access

Christian Bayer, Chiheb Ben Hammouda, Antonis Papapantoleon, Raul F. Tempone

1

citations
Analysis of a Class of Multilevel Markov Chain Monte Carlo Algorithms Based on Independent Metropolis–Hastings
2023 SIAM/ASA Journal on Uncertainty Quantification article Mathematics Markov Chains and Monte Carlo Methods Open access

Juan P. Madrigal-Cianci, Fabio Nobile, Raul F. Tempone

11

citations
Linear Monte Carlo quadrature with optimal confidence intervals
2023 arXiv (Cornell University) preprint Mathematics Mathematical Approximation and Integration Open access

Robert J. Kunsch

0

citations
Linear Monte Carlo quadrature with optimal confidence intervals
2024 Journal of Complexity article Mathematics Mathematical Approximation and Integration Open access

Robert J. Kunsch

0

citations
A noise-robust Monte Carlo method for electric field calculations in EMC3
2025 arXiv (Cornell University) preprint Physics and Astronomy Magnetic confinement fusion research Open access

William De Deyn, Ruben De Wolf, Vince Maes, Giovanni Samaey

0

citations
A Noise‐Robust Monte Carlo Method for Electric Field Calculations in EMC3
2026 Contributions to Plasma Physics article Physics and Astronomy Magnetic confinement fusion research

William De Deyn, Vince Maes, Giovanni Samaey

0

citations
Ionisation and swelling behaviour of weak polyampholyte core–shell networks – a Monte Carlo study
2023 Soft Matter article Biochemistry, Genetics and Molecular Biology Hydrogels: synthesis, properties, applications

Christian Strauch, Stefanie Schneider

12

citations
Monte-Carlo Analysis of Asymmetry in Three-Site Relaxation Exchange: Probing Detailed Balance
2023 preprint Materials Science Material Dynamics and Properties Open access

Bernhard Blümich, Matthew Parziale, Matthew P. Augustine

26

citations
Modeling and Monte Carlo simulations of polyampholyte microgels with complex structures
2025 RWTH Publications (RWTH Aachen) dissertation Biochemistry, Genetics and Molecular Biology Hydrogels: synthesis, properties, applications Open access

Christian Strauch

0

citations
Probabilistic Optimal Power Flow Calculation Using Weighted Quasi-Monte Carlo Method Based on Homotopy Algorithm and Correlation Correction
2026 IEEE Transactions on Power Systems article Engineering Power System Optimization and Stability

Junzhou Wang, Xingyu Lin, Sui Peng, Junjie Tang, Ferdinanda Ponci, Antonello Monti

0

citations
Randomized approximation of summable sequences -- adaptive and non-adaptive
2023 arXiv (Cornell University) preprint Mathematics Mathematical Approximation and Integration Open access

Robert J. Kunsch, Erich Novak

0

citations
Uniform approximation of vectors using adaptive randomized information
2024 arXiv (Cornell University) preprint Mathematics Statistical and numerical algorithms Open access

Robert J. Kunsch

1

citations
An efficient jump-diffusion approximation of the Boltzmann equation
2021 RWTH Publications (RWTH Aachen) article Materials Science Material Dynamics and Properties Open access

Fabian Mies, Mohsen Sadr, Manuel Torrilhon

1

citations
Uniform approximation of vectors using adaptive randomized information
2025 Journal of Approximation Theory article Engineering Sparse and Compressive Sensing Techniques

Robert J. Kunsch

1

citations