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Fast Orthogonal Transforms for Pricing Derivatives with Quasi-Mote Carlo

  • Gunther Leobacher (Speaker)

Activity: Talk or presentation › Contributed talk › unknown

Period11 Dec 2012
Event titleWinter Simulation Conference 2012
Event typeConference
LocationGermanyShow on map

Fields of science

  • 101007 Financial mathematics
  • 101025 Number theory

JKU Focus areas

  • Computation in Informatics and Mathematics