On accelerating Monte Carlo integration using orthogonal projections (Q2152260)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | On accelerating Monte Carlo integration using orthogonal projections |
scientific article |
Statements
On accelerating Monte Carlo integration using orthogonal projections (English)
0 references
7 July 2022
0 references
Monte Carlo integration
0 references
group
0 references
orthogonal projection
0 references
symmetry
0 references
variance reduction
0 references
financial option pricing
0 references
0 references