Conditional quasi-Monte Carlo methods and dimension reduction for option pricing and hedging with discontinuous functions (Q1643844): Difference between revisions
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Revision as of 05:11, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Conditional quasi-Monte Carlo methods and dimension reduction for option pricing and hedging with discontinuous functions |
scientific article |
Statements
Conditional quasi-Monte Carlo methods and dimension reduction for option pricing and hedging with discontinuous functions (English)
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20 June 2018
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option pricing
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Greeks
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quasi-Monte Carlo
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smoothing
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dimension reduction
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