Constructing Robust Good Lattice Rules for Computational Finance (Q5453554)
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scientific article; zbMATH DE number 5256881
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Constructing Robust Good Lattice Rules for Computational Finance |
scientific article; zbMATH DE number 5256881 |
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Constructing Robust Good Lattice Rules for Computational Finance (English)
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3 April 2008
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quasi-Monte Carlo methods
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good lattice rules
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multivariate integration
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option pricing
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American options
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