Quasi-Monte Carlo simulation of Brownian sheet with application to option pricing (Q5880167)
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scientific article; zbMATH DE number 7660531
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Quasi-Monte Carlo simulation of Brownian sheet with application to option pricing |
scientific article; zbMATH DE number 7660531 |
Statements
Quasi-Monte Carlo simulation of Brownian sheet with application to option pricing (English)
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7 March 2023
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Brownian sheet
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Karhunen-Loève expansion
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Monte Carlo
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option pricing
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quasi-Monte Carlo
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