Multilevel Dimension Reduction Monte-Carlo Simulation for...

Procedia Computer Science 2015 Vol. 51

Multilevel Dimension Reduction Monte-Carlo Simulation for High-dimensional Stochastic Models in Finance

Dang, Duy-Minh, Xu, Qifan, Wu, Shangzhe
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Volume:
51
Year:
2015
Language:
english
Journal:
Procedia Computer Science
DOI:
10.1016/j.procs.2015.05.289
File:
PDF, 308 KB
english, 2015
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