Pricing and Risk Management with High-Dimensional Quasi Monte Carlo and Global Sensitivity Analysis

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Bianchetti, Marco, Kucherenko, Sergei, Scoleri, Stefano
Format:	Preprint
Published:	2015
Subjects:	Risk Management Computational Finance Pricing of Securities 65C05
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Internet

https://arxiv.org/abs/1504.02896