Why Are High-Dimensional Finance Problems Often of Low Effective Dimension? (Q5693192): Difference between revisions
From MaRDI portal
Created a new Item |
Removed claim: author (P16): Item:Q219314 |
||
| Property / author | |||
| Property / author: Ian H. Sloan / rank | |||
Revision as of 07:34, 11 February 2024
scientific article; zbMATH DE number 2207154
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Why Are High-Dimensional Finance Problems Often of Low Effective Dimension? |
scientific article; zbMATH DE number 2207154 |
Statements
Why Are High-Dimensional Finance Problems Often of Low Effective Dimension? (English)
0 references
22 September 2005
0 references
quasi--Monte Carlo
0 references
effective dimension
0 references
option pricing
0 references
bond valuation
0 references
