Good path generation methods in quasi-Monte Carlo for pricing financial derivatives (Q2875011)
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scientific article; zbMATH DE number 6329836
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Good path generation methods in quasi-Monte Carlo for pricing financial derivatives |
scientific article; zbMATH DE number 6329836 |
Statements
13 August 2014
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quasi-Monte Carlo method
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QR decomposition
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derivative securities
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Good path generation methods in quasi-Monte Carlo for pricing financial derivatives (English)
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