New Inputs and Methods for Markov Chain Quasi-Monte Carlo (Q5326113)
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scientific article; zbMATH DE number 6193368
Language | Label | Description | Also known as |
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English | New Inputs and Methods for Markov Chain Quasi-Monte Carlo |
scientific article; zbMATH DE number 6193368 |
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New Inputs and Methods for Markov Chain Quasi-Monte Carlo (English)
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31 July 2013
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numerical examples
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quasi-Monte Carlo rules
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Markov chain Monte Carlo method
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stochastic volatility models
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