Dimension and variance reduction for Monte Carlo methods for high-dimensional models in finance (Q4682492)
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scientific article; zbMATH DE number 6938637
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Dimension and variance reduction for Monte Carlo methods for high-dimensional models in finance |
scientific article; zbMATH DE number 6938637 |
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Dimension and variance reduction for Monte Carlo methods for high-dimensional models in finance (English)
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18 September 2018
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conditional Monte Carlo
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variance reduction
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dimension reduction
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cross-currency
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Fourier transform
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partial differential equations
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