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

被引:0
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作者
Morohosi, Hozumi [1 ]
Fushimi, Masanori [1 ]
机构
[1] Natl Grad Inst Policy Studies, Minato Ku, Tokyo 1068677, Japan
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中图分类号
C93 [管理学]; O22 [运筹学];
学科分类号
070105 ; 12 ; 1201 ; 1202 ; 120202 ;
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页码:80 / 91
页数:12
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