Why Are High-Dimensional Finance Problems Often of Low Effective Dimension? (Q5693192)
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scientific article; zbMATH DE number 2207154
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Why Are High-Dimensional Finance Problems Often of Low Effective Dimension? |
scientific article; zbMATH DE number 2207154 |
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Why Are High-Dimensional Finance Problems Often of Low Effective Dimension? (English)
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22 September 2005
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quasi--Monte Carlo
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effective dimension
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option pricing
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bond valuation
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