Notes on the application of randomized quasi-Monte Carlo methods to financial engineering problems

被引：0

作者：

Morohosi, Hozumi ^{[1
]}

Fushimi, Masanori ^{[1
]}

机构：

[1] Natl Grad Inst Policy Studies, Minato Ku, Tokyo 1068677, Japan

来源：

Operations Research and Its Applications | 2005年 / 5卷

关键词：

D O I：

暂无

中图分类号：

C93 [管理学]; O22 [运筹学];

学科分类号：

070105 ; 12 ; 1201 ; 1202 ; 120202 ;

摘要：

引用

页码：80 / 91

页数：12

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