Quasi-Monte Carlo Methods in Numerical Finance (Q4363657)
From MaRDI portal
scientific article; zbMATH DE number 1085188
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Quasi-Monte Carlo Methods in Numerical Finance |
scientific article; zbMATH DE number 1085188 |
Statements
Quasi-Monte Carlo Methods in Numerical Finance (English)
0 references
12 November 1997
0 references
quasi-random sequences
0 references
faure sequences
0 references
Monte Carlo method
0 references
deterministic error bounds
0 references