Efficient Importance Sampling in Quasi-Monte Carlo Methods for Computational Finance (Q5856682)
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scientific article; zbMATH DE number 7328662
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| English | Efficient Importance Sampling in Quasi-Monte Carlo Methods for Computational Finance |
scientific article; zbMATH DE number 7328662 |
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Efficient Importance Sampling in Quasi-Monte Carlo Methods for Computational Finance (English)
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29 March 2021
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importance sampling
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quasi-Monte Carlo method
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dimension reduction
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Laplace approximation
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0.92196727
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0.9130849
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0.9054624
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0.8992562
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0.8961927
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0.8925825
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0.89118826
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