Dimension reduction techniques in quasi-Monte Carlo methods for option pricing (Q2901081)
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scientific article; zbMATH DE number 6060443
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Dimension reduction techniques in quasi-Monte Carlo methods for option pricing |
scientific article; zbMATH DE number 6060443 |
Statements
28 July 2012
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simulation
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quasi-Monte Carlo methods
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option pricing
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dimension reduction
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0.9312202
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0.9299857
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0.92244256
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0.91416276
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0.9029851
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0.90180075
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0.8998273
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0.8988044
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Dimension reduction techniques in quasi-Monte Carlo methods for option pricing (English)
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