A smooth estimator for MC/QMC methods in finance (Q622177): Difference between revisions
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Revision as of 21:05, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A smooth estimator for MC/QMC methods in finance |
scientific article |
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A smooth estimator for MC/QMC methods in finance (English)
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31 January 2011
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option pricing
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multi-factor stochastic volatility models
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control variate method
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Monte Carlo and quasi-Monte Carlo methods
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