Efficient quasi-Monte simulations for pricing high-dimensional path-dependent options (Q1022420)
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scientific article; zbMATH DE number 5567057
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Efficient quasi-Monte simulations for pricing high-dimensional path-dependent options |
scientific article; zbMATH DE number 5567057 |
Statements
Efficient quasi-Monte simulations for pricing high-dimensional path-dependent options (English)
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22 June 2009
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