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

Publisher: John Wiley & Sons Inc

E-ISSN: 1541-8286|2015|78|46-70

ISSN: 1540-6962

Source: WILMOTT MAGAZINE, Vol.2015, Iss.78, 2015-07, pp. : 46-70

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Abstract