Enhancing Quasi-Monte Carlo Methods by Exploiting Additive Approximation for Problems in Finance (Q2882790)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Enhancing Quasi-Monte Carlo Methods by Exploiting Additive Approximation for Problems in Finance |
scientific article |
Statements
Enhancing Quasi-Monte Carlo Methods by Exploiting Additive Approximation for Problems in Finance (English)
0 references
7 May 2012
0 references
quasi-Monte Carlo methods
0 references
computational finance
0 references
high-dimensional model representation
0 references
importance sampling
0 references
control variates
0 references
Brownian Bridge
0 references
principal component analysis
0 references
