Why Are High-Dimensional Finance Problems Often of Low Effective Dimension?
type: Item
instance of: scholarly article
title: Why Are High-Dimensional Finance Problems Often of Low Effective Dimension?
zbMATH Open document ID: 1149.65303
DOI: 10.1137/S1064827503429429
author: Xiaoqun Wang
author: Ian H. Sloan
published in: SIAM Journal on Scientific Computing
publication date: 2005-09-22T00:00:00Z
Mathematics Subject Classification ID: 65C05
Mathematics Subject Classification ID: 65D30
Mathematics Subject Classification ID: 91G60
zbMATH DE Number: 2207154
zbMATH Keywords: quasi--Monte Carlo
zbMATH Keywords: effective dimension
zbMATH Keywords: option pricing
zbMATH Keywords: bond valuation
MaRDI profile type: Publication
full work available at URL: s1064827503429429
OpenAlex ID: W2094199988
description: scientific article; zbMATH DE number 2207154