1
-
1
of
1
results (0.22 seconds)
Sort By:
-
Pricing and hedging with discontinuous functions: quasi-Monte Carlo methods and dimension reduction
Pricing and hedging with discontinuous functions: quasi-Monte Carlo methods and dimension reduction This abstract describes a paper that establishes the relationship among dimension reduction ...- Authors: Ken Seng Tan, Xiaoqun Wang
- Date: Jul 2010