Quasi-Monte Carlo in finance : extending for problems of high effective dimension
Year of publication: |
2005
|
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Authors: | Silva, Marcos Eugênio da ; Barbe, Thierry |
Published in: |
Economia aplicada : EA. - Ribeirão Prêto : [FEA-RP, USP, Departamento de Economia], ISSN 1413-8050, ZDB-ID 2013461-7. - Vol. 9.2005, 4, p. 577-594
|
Subject: | Wirkungsanalyse | Impact assessment | Monte-Carlo-Simulation | Monte Carlo simulation | USA | United States |
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