Brownian path generation and polynomial chaos (Q4958391)
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scientific article; zbMATH DE number 7392177
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Brownian path generation and polynomial chaos |
scientific article; zbMATH DE number 7392177 |
Statements
Brownian Path Generation and Polynomial Chaos (English)
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8 September 2021
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polynomial chaos expansion
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quasi-Monte Carlo
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Brownian path generation
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option pricing
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effective dimension
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0.7837087512016296
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0.7578983902931213
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0.7534056305885315
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0.7183988690376282
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0.716887891292572
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