Efficient Weighted Lattice Rules with Applications to Finance (Q5470443)
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scientific article; zbMATH DE number 5029214
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Efficient Weighted Lattice Rules with Applications to Finance |
scientific article; zbMATH DE number 5029214 |
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Efficient Weighted Lattice Rules with Applications to Finance (English)
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30 May 2006
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quasi-Monte Carlo methods
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lattice rules
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multivariate integration
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option pricing
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