Dimension Reduction Techniques in Quasi-Monte Carlo Methods for Option Pricing (Q2901081): Difference between revisions
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Latest revision as of 01:25, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Dimension Reduction Techniques in Quasi-Monte Carlo Methods for Option Pricing |
scientific article |
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Dimension Reduction Techniques in Quasi-Monte Carlo Methods for Option Pricing (English)
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28 July 2012
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simulation
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quasi-Monte Carlo methods
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option pricing
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dimension reduction
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