Generating Quasi-Random Paths for Stochastic Processes (Q4229428)
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scientific article; zbMATH DE number 1252590
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Generating Quasi-Random Paths for Stochastic Processes |
scientific article; zbMATH DE number 1252590 |
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Generating Quasi-Random Paths for Stochastic Processes (English)
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22 February 1999
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stochastic process simulation
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computational finance
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quasi-Monte Carlo methods
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generalized Brownian bridge
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particle reordering
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discrete sample paths
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quasi-random sequences
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variance reduction
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