Search Results

• Uncertainty Quantification of Derivative Instruments

  Xianming Sun, Michele Vanmaele

  2018-03-19

  35902 3062 Pages:343-362

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

  Ling Guo, Jing Li, Yongle Liu

  2018-09-17

  37745 3078 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

  37113 3220 Pages:171-191