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low-discrepancy methods
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Evaluating of path-dependent securities with low discrepancy methods
关键词:
path-dependent securities
,
Quasi- Monte Carlo
,
low-discrepancy methods
, and
variance-reduction techniques
创造者:
Krykova, Inna
Advisor:
Vermes, Domokos
出版者:
Worcester Polytechnic Institute
创建日期:
2004-01-13
Resource Type:
Thesis
Degree:
MS
Unit (Department):
Mathematical Sciences
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2004
1
创造者
Krykova, Inna
1
Advisor
Vermes, Domokos
1
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Vermes, Domokos
1
Unit (Department)
Mathematical Sciences
1
出版者
Worcester Polytechnic Institute
1
资源类型
Thesis
1