Constructing Robust Good Lattice Rules for Computational Finance (Q5453554): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set OpenAlex properties. |
||
(One intermediate revision by one other user not shown) | |||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.1137/060650714 / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W2002243597 / rank | |||
Normal rank |
Latest revision as of 02:26, 20 March 2024
scientific article; zbMATH DE number 5256881
Language | Label | Description | Also known as |
---|---|---|---|
English | Constructing Robust Good Lattice Rules for Computational Finance |
scientific article; zbMATH DE number 5256881 |
Statements
Constructing Robust Good Lattice Rules for Computational Finance (English)
0 references
3 April 2008
0 references
quasi-Monte Carlo methods
0 references
good lattice rules
0 references
multivariate integration
0 references
option pricing
0 references
American options
0 references