AN ADAPTIVE METHOD FOR EVALUATING MULTIDIMENSIONAL CONTINGENT CLAIMS: PART I (Q5696855)
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scientific article; zbMATH DE number 2216235
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | AN ADAPTIVE METHOD FOR EVALUATING MULTIDIMENSIONAL CONTINGENT CLAIMS: PART I |
scientific article; zbMATH DE number 2216235 |
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AN ADAPTIVE METHOD FOR EVALUATING MULTIDIMENSIONAL CONTINGENT CLAIMS: PART I (English)
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19 October 2005
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multi-dimensional option pricing
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adaptive numerical integration
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variance reduction techniques
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quasi-Monte Carlo methods
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singular value decomposition
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