Index Catalog // Hyrax

Effacer les filtres

Filtrage par: Mot-clé variance-reduction techniques

Evaluating of path-dependent securities with low discrepancy methods

Mot-clé:

path-dependent securities, Quasi- Monte Carlo, low-discrepancy methods, and variance-reduction techniques

Créateur:

Krykova, Inna

Advisor:

Vermes, Domokos

Éditeur:

Worcester Polytechnic Institute

date créée:

2004-01-13

Resource Type:

Thesis

Degree:

MS

Unit (Department):

Mathematical Sciences