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Zhijian He
Zhijian He
Dirección de correo verificada de scut.edu.cn - Página principal
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Extensible grids: uniform sampling on a space filling curve
Z He, AB Owen
Journal of the Royal Statistical Society: Series B (Statistical Methodology …, 2015
432015
On the convergence rate of randomized quasi--Monte Carlo for discontinuous functions
Z He, X Wang
SIAM Journal on Numerical Analysis 53 (5), 2488-2503, 2015
302015
Efficient computation of option prices and Greeks by quasi-Monte Carlo method with smoothing and dimension reduction
C Weng, X Wang, Z He
SIAM Journal on Scientific Computing 39 (2), B298–B322, 2017
212017
Good path generation methods in quasi-Monte Carlo for pricing financial derivatives
Z He, X Wang
SIAM Journal on Scientific Computing 36 (2), B171-B197, 2014
192014
On the error rate of importance sampling with randomized quasi-Monte Carlo
Z He, Z Zheng, X Wang
SIAM Journal on Numerical Analysis 61 (2), 515-538, 2023
152023
Van der Corput and Golden Ratio Sequences Along the Hilbert Space-Filling Curve
C Schretter, Z He, M Gerber, N Chopin, H Niederreiter
Monte Carlo and Quasi-Monte Carlo Methods 2014, 2015
142015
On the error rate of conditional quasi-Monte Carlo for discontinuous functions
Z He
SIAM Journal on Numerical Analysis 57 (2), 854-874, 2019
132019
Efficient importance sampling in quasi-Monte Carlo methods for computational finance
C Zhang, X Wang, Z He
SIAM Journal on Scientific Computing 43 (1), B1-B29, 2021
112021
An importance sampling-based smoothing approach for quasi-Monte Carlo simulation of discrete barrier options
F Xie, Z He, X Wang
European Journal of Operational Research 274 (2), 759-772, 2019
112019
Convergence analysis of quasi-Monte Carlo sampling for quantile and expected shortfall
Z He, X Wang
Mathematics of Computation 90 (327), 303-319, 2021
9*2021
Quasi-Monte Carlo for discontinuous integrands with singularities along the boundary of the unit cube
Z He
Mathematics of Computation 87 (314), 2857-2870, 2018
82018
Sensitivity estimation of conditional value at risk using randomized quasi-Monte Carlo
Z He
European Journal of Operational Research 298 (1), 229-242, 2022
72022
Asymptotic normality of extensible grid sampling
Z He, L Zhu
Statistics and Computing 29 (1), 53-65, 2019
52019
Unbiased MLMC-based variational Bayes for likelihood-free inference
Z He, Z Xu, X Wang
SIAM Journal on Scientific Computing 44 (4), 2022
42022
Efficient risk estimation via nested multilevel quasi-Monte Carlo simulation
Z Xu, Z He, X Wang
arXiv preprint arXiv:2011.11898, 2020
42020
An integrated quasi-Monte Carlo method for handling high dimensional problems with discontinuities in financial engineering
Z He, X Wang
Computational Economics, 2020
4*2020
Poly (2-oxazoline) s: an all-round drug delivery system
A Schulz, Y Han, Z He, TK Bronich, AV Kabanov, R Luxenhofer, R Jordan
Polymer Prepr 53, 354, 2012
42012
Quasi-Monte Carlo for unbounded integrands with importance sampling
D Ouyang, X Wang, Z He
arXiv preprint arXiv:2310.00650, 2023
32023
An auto-realignment method in quasi-Monte Carlo for pricing financial derivatives with jump structures
C Weng, X Wang, Z He
European Journal of Operational Research 254 (1), 304-311, 2016
32016
An adaptive mixture-population Monte Carlo method for likelihood-free inference
Z He, S Huo, T Yang
arXiv preprint arXiv:2112.00420, 2021
22021
El sistema no puede realizar la operación en estos momentos. Inténtalo de nuevo más tarde.
Artículos 1–20