Conditional quasi-Monte Carlo with constrained active subspaces (Q6623714)
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scientific article; zbMATH DE number 7931267
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Conditional quasi-Monte Carlo with constrained active subspaces |
scientific article; zbMATH DE number 7931267 |
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Conditional quasi-Monte Carlo with constrained active subspaces (English)
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24 October 2024
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derivative pricing
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pre-integration
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randomized quasi-Monte Carlo
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stochastic volatility
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greeks
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conditional density estimation
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