scientific article

zbMath1187.91225MaRDI QIDQ3656123

Chuan-Hsiang Han, Yongzeng Lai, Jean-Pierre Fouque

Publication date: 13 January 2010

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

zbMATH Keywords

importance samplingperturbation approximationmartingale control variaterandomized quasi Monte Carlo

Mathematics Subject Classification ID

Numerical methods (including Monte Carlo methods) (91G60) Monte Carlo methods (65C05) Derivative securities (option pricing, hedging, etc.) (91G20) Numerical solutions to stochastic differential and integral equations (65C30)

This page was built for publication: