Brownian Path Generation and Polynomial Chaos (Q4958391)
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scientific article; zbMATH DE number 7392177
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Brownian Path Generation and Polynomial Chaos |
scientific article; zbMATH DE number 7392177 |
Statements
Brownian Path Generation and Polynomial Chaos (English)
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8 September 2021
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polynomial chaos expansion
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quasi-Monte Carlo
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Brownian path generation
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option pricing
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effective dimension
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