Spatial low-discrepancy sequences, spherical cone discrepancy, and applications in financial modeling (Q2345677)
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scientific article
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| English | Spatial low-discrepancy sequences, spherical cone discrepancy, and applications in financial modeling |
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Spatial low-discrepancy sequences, spherical cone discrepancy, and applications in financial modeling (English)
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22 May 2015
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option pricing
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quasi-Monte Carlo methods
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reproducing kernel Hilbert space
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sphere
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spherical cone discrepancy
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Stolarsky's invariance principle
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Lambert transform
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Sobol' points
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numerical test
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0.81217325
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0.80881387
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0.8033648
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0.80224574
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0.79810596
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0.7973825
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