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scientific article; zbMATH DE number 2059614
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scientific article; zbMATH DE number 2059614

    Statements

    author
    Syoiti Ninomiya
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    publication date
    17 March 2004
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    Mathematics Subject Classification ID
    65C30
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    65C05
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    60H10
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    60H35
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    91G60
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    zbMATH DE Number
    2059614
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    zbMATH Keywords
    comparison of methods
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    numerical example
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    stochastic differential equation
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    diffusion process
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    quasi-Monte Carlo method
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    finance
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    tree based branching algorithm
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    Monte Carlo sampling
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