Why Are High-Dimensional Finance Problems Often of Low Effective Dimension? (Q5693192)

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scientific article; zbMATH DE number 2207154
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Why Are High-Dimensional Finance Problems Often of Low Effective Dimension?
scientific article; zbMATH DE number 2207154

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    Why Are High-Dimensional Finance Problems Often of Low Effective Dimension? (English)
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    22 September 2005
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    quasi--Monte Carlo
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    effective dimension
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    option pricing
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    bond valuation
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