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Q4453513 - MaRDI portal

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scientific article; zbMATH DE number 2051221
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English
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scientific article; zbMATH DE number 2051221

    Statements

    author
    Junichi Imai
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    Ken Seng Tan
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    publication date
    7 March 2004
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    zbMATH Keywords
    quasi-Monte Carlo methods
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    computational finance
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    Brownian bridge
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    principal component analysis
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    linear transformation
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    derivative pricing
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    dimension reduction
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    Identifiers

    Mathematics Subject Classification ID
    65C05
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    91B24
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    91G60
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    zbMATH DE Number
    2051221
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