A simple approach to proving the existence, uniqueness, and strong and weak convergence rates for a broad class of McKean--Vlasov equations
An Accurate Sample Rejection Estimator for the Estimation of Outage Probability With Equal Gain Combining
Hierarchical adaptive sparse grids and quasi-Monte Carlo for option pricing under the rough Bergomi model
Importance sampling for a robust and efficient multilevel Monte Carlo estimator for stochastic reaction networks
Multilevel double loop Monte Carlo and stochastic collocation methods with importance sampling for Bayesian optimal experimental design
Nesterov-aided stochastic gradient methods using Laplace approximation for Bayesian design optimization
Numerical smoothing and hierarchical approximations for efficient option pricing and density estimation
