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scientific article; zbMATH DE number 2020182
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English | No label defined |
scientific article; zbMATH DE number 2020182 |
Statements
1 March 2004
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numerical examples
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Holton sequence
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Sobol sequence
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quasi Monte Carlo integration
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high-dimensional integrals
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pricing of default-risky catastrophe-linked bonds
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stochastic interest rates
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basis risk
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default risk
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low-discrepancy sequences
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Faure sequences
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