scientific article; zbMATH DE number 1103081

zbMath0888.90019MaRDI QIDQ4369793

William J. Morokoff, Russel E. Caflisch

Publication date: 12 January 1998

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

simulationstochastic processesquasi-Monte Carlo methodsvaluation of a mortgage backed security portfolio

Mathematics Subject Classification ID

Numerical methods (including Monte Carlo methods) (91G60) Sums of independent random variables; random walks (60G50)

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