New Brownian bridge construction in quasi-Monte Carlo methods for computational finance (Q2483201): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | New Brownian bridge construction in quasi-Monte Carlo methods for computational finance |
scientific article |
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New Brownian bridge construction in quasi-Monte Carlo methods for computational finance (English)
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28 April 2008
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quasi-Monte Carlo methods
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Brownian bridge
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effective dimension
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option pricing
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