Latin hypercube sampling with dependence and applications in finance
Year of publication: |
2008
|
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Authors: | Packham, Natalie ; Schmidt, Wolfgang M. |
Publisher: |
Frankfurt, M. : Frankfurt School of Finance & Management |
Subject: | Monte-Carlo-Simulation | Monte Carlo simulation | Varianzanalyse | Analysis of variance | Stichprobenerhebung | Sampling | Optionspreistheorie | Option pricing theory | Theorie | Theory |
Description of contents: | Table of Contents [gbv.de] |
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Latin hypercube sampling with dependence and applications in finance
Packham, Natalie, (2008)
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Implementation of variance reduction techniques applied to the pricing of investment certificates
Bottasso, Anna, (2023)
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Combining Latin Hypercube Sampling with Other Variance Reduction Techniques
Packham, Natalie, (2012)
- More ...
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Credit gap risk in a first passage time model with jumps
Packham, Natalie, (2009)
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Latin hypercube sampling with dependence and applications in finance
Packham, Natalie, (2008)
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Credit gap risk in a first passage time model with jumps
Packham, Natalie, (2009)
- More ...