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zbMath1051.91039MaRDI QIDQ2760089

Publication date: 2000

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

quasi-Monte Carlo methods low-discrepancy sequences mortgage-backed securities pricing financial derivatives

Mathematics Subject Classification ID

Numerical methods (including Monte Carlo methods) (91G60) Monte Carlo methods (65C05) Derivative securities (option pricing, hedging, etc.) (91G20) Irregularities of distribution, discrepancy (11K38)

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