Latin hypercube sampling with dependence and applications option pricing

Research output: Contribution to conferencePoster

Original languageGerman
Publication statusPublished - 2012
EventFrankfurt MathFinance Conference - Frankfurt
Duration: 26 Mar 201227 Mar 2012

Conference

ConferenceFrankfurt MathFinance Conference
CityFrankfurt
Period26/03/1227/03/12

Fields of Expertise

  • Information, Communication & Computing

Treatment code (Nähere Zuordnung)

  • Application
  • Theoretical

Cite this

Hofer, M. (2012). Latin hypercube sampling with dependence and applications option pricing. Poster session presented at Frankfurt MathFinance Conference, Frankfurt, .