A central limit theorem and improved error bounds for a hybrid-Monte Carlo sequence with applications in computational finance (Q2507585): Difference between revisions
From MaRDI portal
ReferenceBot (talk | contribs) Changed an Item |
Normalize DOI. |
||
| Property / DOI | |||
| Property / DOI: 10.1016/j.jco.2006.03.003 / rank | |||
| Property / DOI | |||
| Property / DOI: 10.1016/J.JCO.2006.03.003 / rank | |||
Normal rank | |||
Latest revision as of 02:38, 19 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A central limit theorem and improved error bounds for a hybrid-Monte Carlo sequence with applications in computational finance |
scientific article |
Statements
A central limit theorem and improved error bounds for a hybrid-Monte Carlo sequence with applications in computational finance (English)
0 references
5 October 2006
0 references
mixed sequence
0 references
hybrid-Monte Carlo
0 references
central limit theorem
0 references
discrepancy bounds
0 references
comparison with Monte Carlo and randomized quasi-Monte Carlo methods
0 references
option pricing
0 references
0 references
0 references
0 references
