Acceleration of quasi-Monte Carlo approximations with applications in mathematical finance. (Q1415273)
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scientific article; zbMATH DE number 2012687
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Acceleration of quasi-Monte Carlo approximations with applications in mathematical finance. |
scientific article; zbMATH DE number 2012687 |
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Acceleration of quasi-Monte Carlo approximations with applications in mathematical finance. (English)
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3 December 2003
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Mathematical finance
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algorithms
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convergence acceleration
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numerical examples
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weighted least-squares smoothing method
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low-discrepancy sequences
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quasi-Monte Carlo method
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