New Brownian bridge construction in quasi-Monte Carlo methods for computational finance (Q2483201)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | New Brownian bridge construction in quasi-Monte Carlo methods for computational finance |
scientific article |
Statements
New Brownian bridge construction in quasi-Monte Carlo methods for computational finance (English)
0 references
28 April 2008
0 references
quasi-Monte Carlo methods
0 references
Brownian bridge
0 references
effective dimension
0 references
option pricing
0 references
0 references
