Monte Carlo and Quasi-Monte Carlo Methods 2000 : Proceedings of a Conference held at Hong Kong…
Springer Berlin Heidelberg
Chapter title |
Fast Evaluation of the Asian Basket Option by Singular Value Decomposition
|
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Chapter number | 13 |
Book title |
Monte Carlo and Quasi-Monte Carlo Methods 2000
|
Published by |
Springer, Berlin, Heidelberg, January 2002
|
DOI | 10.1007/978-3-642-56046-0_13 |
Book ISBNs |
978-3-54-042718-6, 978-3-64-256046-0
|
Authors |
Lars O. Dahl, Fred E. Benth, Dahl, Lars O., Benth, Fred E. |
Country | Count | As % |
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Australia | 1 | 50% |
Unknown | 1 | 50% |
Readers by professional status | Count | As % |
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Student > Ph. D. Student | 1 | 50% |
Unknown | 1 | 50% |
Readers by discipline | Count | As % |
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Computer Science | 1 | 50% |
Unknown | 1 | 50% |