Comparison of Sobol' sequences in financial applications (Q2417977)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Comparison of Sobol' sequences in financial applications |
scientific article; zbMATH DE number 7061109
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Comparison of Sobol' sequences in financial applications |
scientific article; zbMATH DE number 7061109 |
Statements
Comparison of Sobol' sequences in financial applications (English)
0 references
31 May 2019
0 references
quasi-Monte Carlo method
0 references
Sobol' sequence
0 references
computational finance
0 references
0 references
0 references
