Applications of randomized low discrepancy sequences to the valuation of complex securities (Q1583155): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: Publication / rank | |||
Normal rank | |||
Revision as of 04:00, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Applications of randomized low discrepancy sequences to the valuation of complex securities |
scientific article |
Statements
Applications of randomized low discrepancy sequences to the valuation of complex securities (English)
0 references
26 October 2000
0 references
quasi-random Monte Carlo
0 references
deterministic sequences
0 references
low discrepancy sequences
0 references
standard error
0 references
Owen's technique
0 references
