On the tractability of the Brownian bridge algorithm (Q652449)
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scientific article; zbMATH DE number 5988404
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| English | On the tractability of the Brownian bridge algorithm |
scientific article; zbMATH DE number 5988404 |
Statements
On the tractability of the Brownian bridge algorithm (English)
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14 December 2011
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quasi-Monte Carlo methods
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Koksma-Hlawka inequality
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algorithms
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Brownian bridge
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financial applications
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0.8412373065948486
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0.8412373065948486
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0.8334921598434448
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0.8035666346549988
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