Variance Reduction - Articles - Scientific Research Publishing

Computing Efficiency Improvement in Monte Carlo Simulation of a 12 MV Photon Beam Medical LINAC (Articles)

M. Zoubair, T. El Bardouni, O. Allaoui, Y. Boulaich, B. El Bakkari, C. El Younoussi, H. Boukhal, E. Chakir

World Journal of Nuclear Science and Technology Vol.3 No.1，January 30, 2013

DOI: 10.4236/wjnst.2013.31003 5,571 Downloads 9,236 Views Citations
Variance Reduction Techniques of Importance Sampling Monte Carlo Methods for Pricing Options (Articles)

Qiang Zhao, Guo Liu, Guiding Gu

Journal of Mathematical Finance Vol.3 No.4，October 17, 2013

DOI: 10.4236/jmf.2013.34045 7,650 Downloads 12,466 Views Citations
Antithetic Power Transformed Random Variables in Computer Simulations: An Error Correction Mechanism (Articles)

Dennis Ridley, Pierre Ngnepieba

Journal of Applied Mathematics and Physics Vol.11 No.6，June 30, 2023

DOI: 10.4236/jamp.2023.116111 104 Downloads 394 Views Citations
A Computational Approach to Financial Option Pricing Using Quasi Monte Carlo Methods via Variance Reduction Techniques (Articles)

Farshid Mehrdoust, Kianoush Fathi Vajargah

Journal of Mathematical Finance Vol.2 No.2，May 23, 2012

DOI: 10.4236/jmf.2012.22021 4,967 Downloads 10,082 Views Citations
Improved Variance Reduced Monte-Carlo Simulation of in-the-Money Options (Articles)

Armin Müller

Journal of Mathematical Finance Vol.6 No.3，August 2, 2016

DOI: 10.4236/jmf.2016.63029 2,118 Downloads 4,081 Views Citations
Portfolio Optimization of Some Stocks on the Ghana Stock Exchange Using the Markowitz Mean-Variance Approach (Articles)

Anuwoje Ida Logubayom, Togborlo Annani Victor

Journal of Financial Risk Management Vol.8 No.1，March 22, 2019

DOI: 10.4236/jfrm.2019.81003 1,521 Downloads 3,722 Views Citations
Mean-Variance Portfolio Choice with Uncertain Variance-Covariance Matrix (Articles)

Wei Guo, Yichao Wang, Danping Qiu

Journal of Financial Risk Management Vol.9 No.2，April 23, 2020

DOI: 10.4236/jfrm.2020.92004 1,026 Downloads 2,783 Views Citations
Minimizing the Variance of a Weighted Average (Articles)

Doron J. Shahar

Open Journal of Statistics Vol.7 No.2，April 24, 2017

DOI: 10.4236/ojs.2017.72017 5,814 Downloads 12,352 Views Citations
Temporal variability of problem drinking on Twitter (Articles)

Joshua Heber West, Parley Cougar Hall, Carl Lee Hanson, Kyle Prier, Christophe Giraud-Carrier, E. Shannon Neeley, Michael Dean Barnes

Open Journal of Preventive Medicine Vol.2 No.1，February 24, 2012

DOI: 10.4236/ojpm.2012.21007 6,526 Downloads 11,864 Views Citations
A Comparison of Minimum Risk Portfolios under the Credit Crunch Crisis (Articles)

Theodoros Mavralexakis, Konstantinos Kiriakopoulos, George Kaimakamis, Alexandros Koulis

Journal of Mathematical Finance Vol.1 No.2，August 25, 2011

DOI: 10.4236/jmf.2011.12005 5,528 Downloads 12,879 Views Citations
The Mean-Variance Model Revisited with a Cash Account (Articles)

Chonghui Jiang, Yongkai Ma, Yunbi An

Journal of Mathematical Finance Vol.2 No.1，February 28, 2012

DOI: 10.4236/jmf.2012.21006 5,841 Downloads 10,685 Views Citations
Sampling Error Estimation in Stratified Surveys (Articles)

Ricardo Cao, José A. Vilar, Juan M. Vilar, Ana K. López

Open Journal of Statistics Vol.3 No.3，June 18, 2013

DOI: 10.4236/ojs.2013.33023 9,571 Downloads 12,079 Views Citations
Hybrid Vigour and Genetic Control of Some Quantitative Traits of Tomato (Solanum lycopersicum L.) (Articles)

Chinedozi Amaefula, Christian U. Agbo, Godson Emeka Nwofia

Open Journal of Genetics Vol.4 No.1，March 5, 2014

DOI: 10.4236/ojgen.2014.41005 4,507 Downloads 7,311 Views Citations
Continuous-Time Mean-Variance Portfolio Selection with Partial Information (Articles)

Wan-Kai Pang, Yuan-Hua Ni, Xun Li, Ka-Fai Cedric Yiu

Journal of Mathematical Finance Vol.4 No.5，November 26, 2014

DOI: 10.4236/jmf.2014.45033 4,184 Downloads 5,843 Views Citations
Aversion to Risk and Downside Risk in the Large and in the Small under Non-Expected Utility: A Quantile Approach (Articles)

Jean-Paul Chavas, Kwansoo Kim

Theoretical Economics Letters Vol.5 No.6，December 29, 2015

DOI: 10.4236/tel.2015.56090 4,932 Downloads 6,764 Views Citations
History-by-History Variance in Monte Carlo Simulation of Radiation Interactions with Matter (Articles)

Mary Pik Wai Chin

Applied Mathematics Vol.8 No.3，March 21, 2017

DOI: 10.4236/am.2017.83024 1,522 Downloads 3,216 Views Citations
This article belongs to the Special Issue on Monte Carlo Methods and Applications
Analysis of Risk Management for the Coal Mine Operations (Articles)

Yaqian Qi, Tong Xu, Jun Steed Huang

Energy and Power Engineering Vol.9 No.4B，April 6, 2017

DOI: 10.4236/epe.2017.94B002 2,814 Downloads 3,937 Views Citations
Portfolio Optimization under Threshold Accepting: Further Evidence from a Frontier Market (Articles)

Josephine M. Masese, Ferdinand Othieno, Carolyn Njenga

Journal of Mathematical Finance Vol.7 No.4，November 28, 2017

DOI: 10.4236/jmf.2017.74052 1,438 Downloads 2,879 Views Citations
On the Mean Difference Variance in Random Samples of Student’s Variables (Articles)

Manca Fabio, Marin Claudia

Open Journal of Statistics Vol.10 No.4，August 11, 2020

DOI: 10.4236/ojs.2020.104040 386 Downloads 1,093 Views Citations
Indirect Inference—A Methodological Essay on Its Role and Applications (Articles)

Patrick Minford, Yongdeng Xu

Theoretical Economics Letters Vol.14 No.2，April 18, 2024

DOI: 10.4236/tel.2024.142028 81 Downloads 327 Views Citations

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