Spatial low-discrepancy sequences, spherical cone discrepancy, and applications in financial modeling (Q2345677): Difference between revisions
From MaRDI portal
ReferenceBot (talk | contribs) Changed an Item |
Normalize DOI. |
||
| Property / DOI | |||
| Property / DOI: 10.1016/j.cam.2015.02.023 / rank | |||
| Property / DOI | |||
| Property / DOI: 10.1016/J.CAM.2015.02.023 / rank | |||
Normal rank | |||
Latest revision as of 02:52, 18 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Spatial low-discrepancy sequences, spherical cone discrepancy, and applications in financial modeling |
scientific article |
Statements
Spatial low-discrepancy sequences, spherical cone discrepancy, and applications in financial modeling (English)
0 references
22 May 2015
0 references
option pricing
0 references
quasi-Monte Carlo methods
0 references
reproducing kernel Hilbert space
0 references
sphere
0 references
spherical cone discrepancy
0 references
Stolarsky's invariance principle
0 references
Lambert transform
0 references
Sobol' points
0 references
numerical test
0 references
0 references
0 references
