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Chapter title |
Fast Principal Components Analysis Method for Finance Problems With Unequal Time Steps
|
---|---|
Chapter number | 29 |
Book title |
Monte Carlo and Quasi-Monte Carlo Methods 2008
|
Published by |
Springer, Berlin, Heidelberg, January 2009
|
DOI | 10.1007/978-3-642-04107-5_29 |
Book ISBNs |
978-3-64-204106-8, 978-3-64-204107-5
|
Authors |
Jens Keiner, Benjamin J. Waterhouse |