A Note on Random Walks with Absorbing Barriers and Sequential Monte Carlo Methods

by Pierre Del Moral, Ajay Jasra
Published 2018

Some Contributions to Sequential Monte Carlo Methods for Option Pricing.

by Deborshee Sen, Ajay Jasra, Yan Zhou
Published 2018

Multilevel Sequential Monte Carlo: Mean Square Error Bounds under Verifiable Conditions

by Pierre Del Moral, Ajay Jasra, Kody Law
Published 2018

A Multilevel Approach for Stochastic Nonlinear Optimal Control

by Ajay Jasra, Jeremy Heng, Yaxian Xu, Adrian Bishop
Published 2022

Unbiased Multi-index Monte Carlo

by Dan Crisan, Pierre Del Moral, Jeremie Houssineau, Ajay Jasra
Published 2018

Multilevel Monte Carlo in Approximate Bayesian Computation

by Ajay Jasra, Seongil Jo, David Nott, Christine Shoemaker, Raul Tempone
Published 2019