Pricing and Risk Management with High-Dimensional Quasi-Monte Carlo and Global Sensitivity Analysis
Bianchetti, Marco, Kucherenko, Sergei, Scoleri, StefanoVolume:
2015
Language:
english
Journal:
Wilmott
DOI:
10.1002/wilm.10434
Date:
July, 2015
File:
PDF, 1.65 MB
english, 2015