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Multidimensional Variation for Quasi-Monte Carlo - MaRDI portal

Multidimensional Variation for Quasi-Monte Carlo (Q5299711)

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scientific article; zbMATH DE number 6179434
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English
Multidimensional Variation for Quasi-Monte Carlo
scientific article; zbMATH DE number 6179434

    Statements

    title
    Multidimensional Variation for Quasi-Monte Carlo (English)
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    author
    Art B. Owen
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    publication date
    21 June 2013
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    zbMATH Keywords
    BVHK
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    put option
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    Vitali variation
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    Sobol' extension
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    Identifiers

    Mathematics Subject Classification ID
    26B30
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    11K38
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    65C05
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    zbMATH DE Number
    6179434
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    OpenAlex ID
    W2111524489
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