How do path generation methods affect the accuracy of quasi-Monte Carlo methods for problems in finance?
Work
Year: 2011
Type: article
Source: Journal of Complexity
Authors Xiaoqun Wang, Ken Seng Tan
Institutions Tsinghua University, University of Waterloo
Cites: 31
Cited by: 12
Related to: 10
FWCI: 1.629
Citation percentile (by year/subfield): 84.97
Subfield: Numerical Analysis
Field: Mathematics
Domain: Physical Sciences
Sustainable Development Goal Partnerships for the goals
Open Access status: bronze