Quasi-Monte Carlo Methods in Numerical Finance

Management Science - United States
doi 10.1287/mnsc.42.6.926
Full Text
Abstract

Available in full text

Date
Authors
Publisher

Institute for Operations Research and the Management Sciences (INFORMS)

Related search

On the Use of Quasi-Monte Carlo Methods in Computational Finance

Lecture Notes in Computer Science
Computer ScienceTheoretical Computer Science
2001English

Average Performance of Monte Carlo and Quasi-Monte Carlo Methods for Global Optimization

English

Radiative Heat Transfer With Quasi Monte Carlo Methods

1993English

Average Performance of Quasi Monte Carlo Methods for Global Optimization

English

Parametric Uncertainty Quantification in the Rothermel Model With Randomised Quasi-Monte Carlo Methods

International Journal of Wildland Fire
ForestryEcology
2015English

Numerical Methods for Quantum Monte Carlo Simulations of the Hubbard Model

Multi-Scale Phenomena in Complex Fluids
2009English

Monte Carlo Simulation and Numerical Integration

1994English

Particle Markov Chain Monte Carlo Methods

Journal of the Royal Statistical Society. Series B: Statistical Methodology
UncertaintyStatisticsProbability
2010English

Monte Carlo Methods in Classical Statistical Physics

English

Amanote Research

Note-taking for researchers

Follow Amanote

© 2024 Amaplex Software S.P.R.L. All rights reserved.

Privacy PolicyRefund Policy