Quasi-Monte Carlo Methods in Financial Engineering: An Equivalence Principle and Dimension Reduction (Q3013920)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Quasi-Monte Carlo Methods in Financial Engineering: An Equivalence Principle and Dimension Reduction |
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Quasi-Monte Carlo Methods in Financial Engineering: An Equivalence Principle and Dimension Reduction (English)
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19 July 2011
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finance
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financial engineering
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asset pricing
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simulation
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quasi-Monte Carlo methods
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dimension reduction
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Brownian bridge
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principal component analysis
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