An auto-realignment method in quasi-Monte Carlo for pricing financial derivatives with jump structures (Q323335)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An auto-realignment method in quasi-Monte Carlo for pricing financial derivatives with jump structures |
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An auto-realignment method in quasi-Monte Carlo for pricing financial derivatives with jump structures (English)
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7 October 2016
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pricing
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QMC
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OT method
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QR decomposition
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auto-realignment method
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