scientific article; zbMATH DE number 2051221
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Publication:4453513
zbMath1043.65003MaRDI QIDQ4453513
Publication date: 7 March 2004
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
linear transformationprincipal component analysisdimension reductionBrownian bridgequasi-Monte Carlo methodsderivative pricingcomputational finance
Numerical methods (including Monte Carlo methods) (91G60) Monte Carlo methods (65C05) Microeconomic theory (price theory and economic markets) (91B24)
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