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Publications by Stephan Joehri
Optimal Importance Sampling for Credit Portfolios With Stochastic Approximation
SSRN Electronic Journal
Related publications
Importance Sampling for Stochastic Simulations.
Sampling-Based Stochastic Optimal Control With Metric Interval Temporal Logic Specifications
Nearly Optimal Importance Sampling for Monte Carlo Simulation of Loss Systems
ACM Transactions on Modeling and Computer Simulation
Modeling
Computer Science Applications
Simulation
Optimal Portfolios for Different Holding Periods
Journal of Business & Economics Research (JBER)
State-Dependent Biasing Method for Importance Sampling in the Weighted Stochastic Simulation Algorithm
Journal of Chemical Physics
Medicine
Theoretical Chemistry
Astronomy
Physics
Physical
Optimal Life-Cycle Portfolios for Heterogeneous Workers
SSRN Electronic Journal
Large-Scale Stochastic Linear Programs: Importance Sampling and Benders Decomposition
Optimal Importance Sampling for Tracking in Image Sequences: Application to Point Tracking
Lecture Notes in Computer Science
Computer Science
Theoretical Computer Science
Optimal Life-Cycle Portfolios for Heterogeneous Workers
SSRN Electronic Journal
