Path generation for quasi-Monte Carlo simulation of mortgage-backed securities (Q3114646)
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scientific article; zbMATH DE number 6007225
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Path generation for quasi-Monte Carlo simulation of mortgage-backed securities |
scientific article; zbMATH DE number 6007225 |
Statements
Path Generation for Quasi-Monte Carlo Simulation of Mortgage-Backed Securities (English)
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19 February 2012
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Monte Carlo simulation
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quasi-Monte Carlo
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mortgage backed securities
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0.860215961933136
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0.8116258978843689
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