Enhancing Quasi-Monte Carlo Methods by Exploiting Additive Approximation for Problems in Finance (Q2882790): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.1137/100814597 / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W2005191659 / rank | |||
Normal rank |
Latest revision as of 23:42, 19 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Enhancing Quasi-Monte Carlo Methods by Exploiting Additive Approximation for Problems in Finance |
scientific article |
Statements
Enhancing Quasi-Monte Carlo Methods by Exploiting Additive Approximation for Problems in Finance (English)
0 references
7 May 2012
0 references
quasi-Monte Carlo methods
0 references
computational finance
0 references
high-dimensional model representation
0 references
importance sampling
0 references
control variates
0 references
Brownian Bridge
0 references
principal component analysis
0 references