New Brownian bridge construction in quasi-Monte Carlo methods for computational finance (Q2483201)
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scientific article; zbMATH DE number 5268296
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | New Brownian bridge construction in quasi-Monte Carlo methods for computational finance |
scientific article; zbMATH DE number 5268296 |
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New Brownian bridge construction in quasi-Monte Carlo methods for computational finance (English)
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28 April 2008
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quasi-Monte Carlo methods
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Brownian bridge
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effective dimension
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option pricing
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0.9031800627708436
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0.8579938411712646
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0.8579938411712646
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0.8334921598434448
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