A central limit theorem and improved error bounds for a hybrid-Monte Carlo sequence with applications in computational finance (Q2507585): Difference between revisions
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Revision as of 07:23, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A central limit theorem and improved error bounds for a hybrid-Monte Carlo sequence with applications in computational finance |
scientific article |
Statements
A central limit theorem and improved error bounds for a hybrid-Monte Carlo sequence with applications in computational finance (English)
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5 October 2006
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mixed sequence
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hybrid-Monte Carlo
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central limit theorem
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discrepancy bounds
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comparison with Monte Carlo and randomized quasi-Monte Carlo methods
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option pricing
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