Fast orthogonal transforms for pricing derivatives with quasi-Monte Carlo

  • Christian Irrgeher
  • , Gunther Leobacher

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

Original languageEnglish
Title of host publicationProceedings of the Winter Simulation Conference 2012
Number of pages14
Publication statusPublished - 2012

Fields of science

  • 101025 Number theory
  • 101007 Financial mathematics

JKU Focus areas

  • Computation in Informatics and Mathematics

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