Search Results

• Uncertainty Quantification of Derivative Instruments

  Xianming Sun & Michèle Vanmaele

  2018-03-19

  35804 3030 Pages:343-362

• Stochastic Collocation Methods via Minimisation of the Transformed L1-Penalty

  Ling Guo, Jing Li & Yongle Liu

  2018-09-17

  37621 3047 Pages:566-585

• Stochastic Collocation via $l_1$-Minimisation on Low Discrepancy Point Sets with Application to Uncertainty Quantification

  Yongle Liu & Ling Guo

  2018-02-09

  37007 3194 Pages:171-191