Preintegration via Active Subspace (Q5886240)
From MaRDI portal
scientific article; zbMATH DE number 7670872
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Preintegration via Active Subspace |
scientific article; zbMATH DE number 7670872 |
Statements
Preintegration via Active Subspace (English)
0 references
31 March 2023
0 references
conditional Monte Carlo
0 references
option pricing
0 references
quasi-Monte Carlo
0 references
randomized quasi-Monte Carlo
0 references
0 references
0 references
0 references
0 references
