How do path generation methods affect the accuracy of quasi-Monte Carlo methods for problems in finance? (Q413476): Difference between revisions

@@ Property / Mathematics Subject Classification ID @@
+G60
@@ Property / Mathematics Subject Classification ID: 91G60 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+C05
@@ Property / Mathematics Subject Classification ID: 65C05 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+G20
@@ Property / Mathematics Subject Classification ID: 91G20 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+G70
@@ Property / Mathematics Subject Classification ID: 91G70 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6031131
@@ Property / zbMATH DE Number: 6031131 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+asset pricing
@@ Property / zbMATH Keywords: asset pricing / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+quasi-Monte Carlo methods
@@ Property / zbMATH Keywords: quasi-Monte Carlo methods / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+effective dimension
@@ Property / zbMATH Keywords: effective dimension / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+ANOVA decomposition
@@ Property / zbMATH Keywords: ANOVA decomposition / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+Brownian bridge
@@ Property / zbMATH Keywords: Brownian bridge / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+principal component analysis
@@ Property / zbMATH Keywords: principal component analysis / rank @@
+Normal rank

Revision as of 19:05, 29 June 2023