An integrated quasi-Monte Carlo method for handling high dimensional problems with discontinuities in financial engineering (Q6291037)

From MaRDI portal
scientific article; zbMATH DE number 900326011
Language Label Description Also known as
English
An integrated quasi-Monte Carlo method for handling high dimensional problems with discontinuities in financial engineering
scientific article; zbMATH DE number 900326011

    Statements

    8 September 2017
    0 references
    0 references
    math.NA
    0 references
    stat.AP
    0 references
    0 references
    0 references