An iterative algorithm to determine the number of time steps in path generation methods (Q2814080)
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scientific article; zbMATH DE number 6594881
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An iterative algorithm to determine the number of time steps in path generation methods |
scientific article; zbMATH DE number 6594881 |
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An iterative algorithm to determine the number of time steps in path generation methods (English)
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17 June 2016
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Monte Carlo methods
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applications to actuarial sciences and financial mathematics
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quasi-Monte Carlo methods
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Brownian bridge methods
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option pricing
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path generation methods
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0.8292865
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0.8275573
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0.81994265
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0.8152853
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0.8132323
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0.8132323
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