Preintegration via Active Subspace (Q5886240)
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scientific article; zbMATH DE number 7670872
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Preintegration via Active Subspace |
scientific article; zbMATH DE number 7670872 |
Statements
Preintegration via Active Subspace (English)
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31 March 2023
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conditional Monte Carlo
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option pricing
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quasi-Monte Carlo
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randomized quasi-Monte Carlo
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0.8254255056381226
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0.8018883466720581
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0.7495250701904297
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0.7411972284317017
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