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Acceleration of quasi-Monte Carlo approximations with applications in mathematical finance.
J. S. Severino
Edward J. Allen
H. D. Victory Jr
Published in:
Appl. Math. Comput. (2004)
Keyphrases
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quasi monte carlo
variance reduction
monte carlo
particle filter
state space
computational intelligence
closed form
financial markets
sample size
machine learning
training data
lower bound
classification accuracy
model selection