scientific article; zbMATH DE number 1790437
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Publication:4549503
zbMath1008.11029MaRDI QIDQ4549503
Publication date: 9 April 2003
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
discrepancyfinancemortgage-backed securitiesscramblingdigital \((t,s)\)-sequenceslognormally distributed assets
Numerical methods (including Monte Carlo methods) (91G60) Monte Carlo methods (65C05) Derivative securities (option pricing, hedging, etc.) (91G20) Random number generation in numerical analysis (65C10) Irregularities of distribution, discrepancy (11K38) Pseudo-random numbers; Monte Carlo methods (11K45)
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