Acceleration of quasi-Monte Carlo approximations with applications in mathematical finance.
type: Item
instance of: scholarly article
title: Acceleration of quasi-Monte Carlo approximations with applications in mathematical finance.
zbMATH Open document ID: 1078.65518
DOI: 10.1016/S0096-3003(02)00836-6
author: J. S. Severino
author: Edward J. Allen
author: Harold Dean jun. Victory
published in: Applied Mathematics and Computation
publication date: 2003-12-03T00:00:00Z
Mathematics Subject Classification ID: 65C05
Mathematics Subject Classification ID: 91G60
zbMATH DE Number: 2012687
zbMATH Keywords: Mathematical finance
zbMATH Keywords: algorithms
zbMATH Keywords: convergence acceleration
zbMATH Keywords: numerical examples
zbMATH Keywords: weighted least-squares smoothing method
zbMATH Keywords: low-discrepancy sequences
zbMATH Keywords: quasi-Monte Carlo method
describes a project that uses: TOMS659
MaRDI profile type: Publication
cites work: Q4218396
cites work: Quasi-Random Sequences and Their Discrepancies
cites work: Q4003879
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cites work: Q4749146
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cites work: Algorithm 659
description: scientific article; zbMATH DE number 2012687