QUASI MONTE–CARLO EVALUATION OF SENSITIVITIES OF OPTIONS IN COMMODITY AND ENERGY MARKETS (Q5696881): Difference between revisions

@@ Property / author @@
+Kenneth Hvistendahl Karlsen
@@ Property / author: Kenneth Hvistendahl Karlsen / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / cites work @@
+An adaptive algorithm for the approximate calculation of multiple integrals
+Normal rank
@@ Property / cites work @@
+Estimating Security Price Derivatives Using Simulation
+Normal rank
@@ Property / cites work @@
+AN ADAPTIVE METHOD FOR EVALUATING MULTIDIMENSIONAL CONTINGENT CLAIMS: PART I
+Normal rank
@@ Property / cites work @@
+AN ADAPTIVE METHOD FOR EVALUATING MULTIDIMENSIONAL CONTINGENT CLAIMS: PART II
+Normal rank
@@ Property / cites work @@
+Applications of Malliavin calculus to Monte-Carlo methods in finance. II
+Normal rank
@@ Property / cites work @@
+Q4794126
@@ Property / cites work: Q4794126 / rank @@
+Normal rank
@@ Property / cites work @@
+Computational investigations of low-discrepancy sequences
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@@ Property / full work available at URL @@
+https://doi.org/10.1142/s0219024903002250
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@@ Property / OpenAlex ID @@
+W1965953040
@@ Property / OpenAlex ID: W1965953040 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:5696881