scientific article; zbMATH DE number 6289652
From MaRDI portal
Publication:5412972
zbMATH Open1299.65088MaRDI QIDQ5412972FDOQ5412972
Publication date: 28 April 2014
Title of this publication is not available (Why is that?)
Markov chaineigenvaluesnumerical resultsrandomized algorithmcondition numberquasi-Monte Carlo methodlarge matrices
Monte Carlo methods (65C05) Numerical analysis or methods applied to Markov chains (65C40) Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Numerical computation of matrix norms, conditioning, scaling (65F35) Conditioning of matrices (15A12)
Cited In (8)
- FORTRAN codes for estimating the one-norm of a real or complex matrix, with applications to condition estimation
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Efficient Monte Carlo option pricing under CEV model
- Title not available (Why is that?)
- Componentwise Condition Numbers of Random Sparse Matrices
- Calculation and upper limit estimation for angle condition number of matrix
This page was built for publication:
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5412972)
