Latin hypercube sampling with dependence and applications in finance
Natalie Packham; Wolfgang Schmidt
| Year of publication: |
2008
|
|---|---|
| Authors: | Packham, Natalie ; Schmidt, Wolfgang |
| 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] |
| Extent: | 23 S. graph. Darst. |
|---|---|
| Series: | Working paper series / Centre for Practical Quantitative Finance. - Frankfurt, M. : Frankfurt School of Finance & Management, ZDB-ID 2373355-X. - Vol. 15 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature |
| Language: | English |
| Classification: | C15 - Statistical Simulation Methods; Monte Carlo Methods ; C63 - Computational Techniques ; G12 - Asset Pricing |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003759970