Quasi-Monte Carlo methods with applications in finance
| Year of publication: |
2009
|
|---|---|
| Authors: | Pierre L’Ecuyer |
| Published in: |
Finance and Stochastics. - Springer. - Vol. 13.2009, 3, p. 307-349
|
| Publisher: |
Springer |
| Subject: | Monte Carlo | Quasi-Monte Carlo | Variance reduction | Effective dimension | Discrepancy | Hilbert spaces |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005061363