Applications of randomized low discrepancy sequences to the valuation of complex securities (Q1583155): Difference between revisions

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Revision as of 15:52, 30 May 2024

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Applications of randomized low discrepancy sequences to the valuation of complex securities
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    Applications of randomized low discrepancy sequences to the valuation of complex securities (English)
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    26 October 2000
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    quasi-random Monte Carlo
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    deterministic sequences
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    low discrepancy sequences
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    standard error
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    Owen's technique
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