Fast orthogonal transforms for multilevel quasi-Monte Carlo simulation in computational finance

Research output: Chapter in Book/Report/Conference proceeding › Conference proceedings › peer-review

Original language	English
Title of host publication	Handelingen Contactforum Actuarial and Financial Mathematics Conference, Interplay between Finance and Insurance, February 7-8, 2013
Place of Publication	Brussel
Publisher	Koninklijke Vlaamse Academie van België voor Wetenschappen en Kunsten
Pages	45-49
Number of pages	5
ISBN (Print)	9789065691231
Publication status	Published - 2013

Fields of science

Irrgeher, Christian ; Leobacher, Gunther. / Fast orthogonal transforms for multilevel quasi-Monte Carlo simulation in computational finance. Handelingen Contactforum Actuarial and Financial Mathematics Conference, Interplay between Finance and Insurance, February 7-8, 2013. Brussel : Koninklijke Vlaamse Academie van België voor Wetenschappen en Kunsten, 2013. pp. 45-49

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booktitle = "Handelingen Contactforum Actuarial and Financial Mathematics Conference, Interplay between Finance and Insurance, February 7-8, 2013",

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Fast orthogonal transforms for multilevel quasi-Monte Carlo simulation in computational finance. / Irrgeher, Christian; Leobacher, Gunther.
Handelingen Contactforum Actuarial and Financial Mathematics Conference, Interplay between Finance and Insurance, February 7-8, 2013. Brussel: Koninklijke Vlaamse Academie van België voor Wetenschappen en Kunsten, 2013. p. 45-49.

Research output: Chapter in Book/Report/Conference proceeding › Conference proceedings › peer-review

TY - GEN

T1 - Fast orthogonal transforms for multilevel quasi-Monte Carlo simulation in computational finance

AU - Irrgeher, Christian

AU - Leobacher, Gunther

PY - 2013

Y1 - 2013

M3 - Conference proceedings

SN - 9789065691231

SP - 45

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BT - Handelingen Contactforum Actuarial and Financial Mathematics Conference, Interplay between Finance and Insurance, February 7-8, 2013

PB - Koninklijke Vlaamse Academie van België voor Wetenschappen en Kunsten

CY - Brussel

ER -