Quasi-Monte Carlo methods for financial applications. (Q2760089)
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scientific article; zbMATH DE number 1684098
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| English | Quasi-Monte Carlo methods for financial applications. |
scientific article; zbMATH DE number 1684098 |
Statements
2000
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quasi-Monte Carlo methods
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low-discrepancy sequences
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pricing financial derivatives
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mortgage-backed securities
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Quasi-Monte Carlo methods for financial applications. (English)
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0.8999953269958496
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0.8894953727722168
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0.8827036023139954
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