Optimal importance sampling in securities pricing

2002 ◽  
Vol 5 (4) ◽  
pp. 27-50 ◽  
Author(s):  
Yi Su ◽  
Michael Fu
Keyword(s):  
Importance Sampling ◽  
Securities Pricing

Real-time Visual Tracking of Multiple Targets Using Bootstrap Importance Sampling

2012 ◽  
Vol 38 (10) ◽  
pp. 1663
Author(s):  
Le-Jun SHEN ◽  
Zhi-Sheng YOU ◽  
Xiao-Feng LI
Keyword(s):  
Real Time ◽  
Importance Sampling ◽  
Visual Tracking ◽  
Multiple Targets

Computation of the Sobol' Indices using Importance Sampling

2014 ◽  
Author(s):  
Pierre Beaurepaire ◽  
Matteo Broggi ◽  
Edoardo Patelli
Keyword(s):  
Importance Sampling ◽  
Sobol Indices

Optimal importance sampling for some quadratic forms of ARMA processes

1995 ◽  
Vol 41 (6) ◽  
pp. 1834-1844 ◽  
Author(s):  
P. Barone ◽  
A. Gigli ◽  
M. Piccioni
Keyword(s):  
Importance Sampling ◽  
Quadratic Forms ◽  
Arma Processes
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