Why Are High-Dimensional Finance Problems Often of Low Effective Dimension? (Q5693192): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| (3 intermediate revisions by 2 users not shown) | |||
| Property / author | |||
| Property / author: Ian H. Sloan / rank | |||
| Property / author | |||
| Property / author: Ian H. Sloan / rank | |||
Normal rank | |||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
| links / mardi / name | links / mardi / name | ||
Latest revision as of 05:36, 7 March 2024
scientific article; zbMATH DE number 2207154
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Why Are High-Dimensional Finance Problems Often of Low Effective Dimension? |
scientific article; zbMATH DE number 2207154 |
Statements
Why Are High-Dimensional Finance Problems Often of Low Effective Dimension? (English)
0 references
22 September 2005
0 references
quasi--Monte Carlo
0 references
effective dimension
0 references
option pricing
0 references
bond valuation
0 references
