New Brownian bridge construction in quasi-Monte Carlo methods for computational finance (Q2483201)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: New Brownian bridge construction in quasi-Monte Carlo methods for computational finance |
scientific article; zbMATH DE number 5268296
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | New Brownian bridge construction in quasi-Monte Carlo methods for computational finance |
scientific article; zbMATH DE number 5268296 |
Statements
New Brownian bridge construction in quasi-Monte Carlo methods for computational finance (English)
0 references
28 April 2008
0 references
quasi-Monte Carlo methods
0 references
Brownian bridge
0 references
effective dimension
0 references
option pricing
0 references
0 references
0.9031800627708436
0 references
0.8579938411712646
0 references
0.8579938411712646
0 references
0.8334921598434448
0 references
