Quasi-Monte Carlo methods for financial applications. (Q2760089)

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scientific article; zbMATH DE number 1684098
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Quasi-Monte Carlo methods for financial applications.
scientific article; zbMATH DE number 1684098

    Statements

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    2000
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    quasi-Monte Carlo methods
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    low-discrepancy sequences
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    pricing financial derivatives
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    mortgage-backed securities
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    Quasi-Monte Carlo methods for financial applications. (English)
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