A central limit theorem and improved error bounds for a hybrid-Monte Carlo sequence with applications in computational finance (Q2507585)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A central limit theorem and improved error bounds for a hybrid-Monte Carlo sequence with applications in computational finance |
scientific article |
Statements
A central limit theorem and improved error bounds for a hybrid-Monte Carlo sequence with applications in computational finance (English)
0 references
5 October 2006
0 references
mixed sequence
0 references
hybrid-Monte Carlo
0 references
central limit theorem
0 references
discrepancy bounds
0 references
comparison with Monte Carlo and randomized quasi-Monte Carlo methods
0 references
option pricing
0 references
0 references
0 references
0 references
