Quasi-Monte Carlo Methods in Financial Engineering: An Equivalence Principle and Dimension Reduction
Work
Year: 2010
Type: article
Source: Operations Research
Authors Xiaoqun Wang, Ian H. Sloan
Institutions UNSW Sydney, Tsinghua University
Cites: 36
Cited by: 80
Related to: 10
FWCI: 9.611
Citation percentile (by year/subfield): 99.95
Subfield: Numerical Analysis
Field: Mathematics
Domain: Physical Sciences
Sustainable Development Goal Industry, innovation and infrastructure
Open Access status: closed