Latin hypercube sampling with dependence and applications option pricing

Markus Hofer

Research output: Contribution to conference › Poster

Original languageGerman
Publication statusPublished - 2012
EventFrankfurt MathFinance Conference - Frankfurt
Duration: 26 Mar 2012 → 27 Mar 2012

Conference

ConferenceFrankfurt MathFinance Conference
CityFrankfurt
Period26/03/12 → 27/03/12

Fields of Expertise

  • Information, Communication & Computing

Treatment code (Nähere Zuordnung)

  • Application
  • Theoretical

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