An iterative algorithm to determine the number of time steps in path generation methods (Q2814080): Difference between revisions
From MaRDI portal
Removed claim: author (P16): Item:Q1717568 |
Changed an Item |
||
| Property / author | |||
| Property / author: Qing-Biao Wu / rank | |||
Normal rank | |||
Revision as of 08:32, 29 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An iterative algorithm to determine the number of time steps in path generation methods |
scientific article |
Statements
An iterative algorithm to determine the number of time steps in path generation methods (English)
0 references
17 June 2016
0 references
Monte Carlo methods
0 references
applications to actuarial sciences and financial mathematics
0 references
quasi-Monte Carlo methods
0 references
Brownian bridge methods
0 references
option pricing
0 references
path generation methods
0 references
