Quasi-Monte Carlo methods for financial applications. (Q2760089)
From MaRDI portal
| File:Ambox important.svg | 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: Quasi-Monte Carlo methods for financial applications. |
scientific article; zbMATH DE number 1684098
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Quasi-Monte Carlo methods for financial applications. |
scientific article; zbMATH DE number 1684098 |
Statements
2000
0 references
quasi-Monte Carlo methods
0 references
low-discrepancy sequences
0 references
pricing financial derivatives
0 references
mortgage-backed securities
0 references
Quasi-Monte Carlo methods for financial applications. (English)
0 references