Parameterization based on randomized quasi-Monte Carlo methods
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Publication:991136
DOI10.1016/j.parco.2010.03.003zbMath1194.91193OpenAlexW2138643898MaRDI QIDQ991136
Publication date: 2 September 2010
Published in: Parallel Computing (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.parco.2010.03.003
Numerical methods (including Monte Carlo methods) (91G60) Monte Carlo methods (65C05) Parallel algorithms in computer science (68W10) Derivative securities (option pricing, hedging, etc.) (91G20) Randomized algorithms (68W20)
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Cites Work
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