Good Path Generation Methods in Quasi-Monte Carlo for Pricing Financial Derivatives (Q2875011): Difference between revisions
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Latest revision as of 09:54, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Good Path Generation Methods in Quasi-Monte Carlo for Pricing Financial Derivatives |
scientific article |
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Good Path Generation Methods in Quasi-Monte Carlo for Pricing Financial Derivatives (English)
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13 August 2014
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quasi-Monte Carlo method
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QR decomposition
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derivative securities
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