<--- Back to Details
| First Page | Document Content | |
|---|---|---|
 Date: 2012-08-16 02:37:30Stochastic processes Data analysis Singular value decomposition Matrix theory Covariance and correlation Principal component analysis Brownian motion Risk-neutral measure Covariance matrix Statistics Algebra Linear algebra |
|
Quasi-Monte Carlo Methods in Financial Engineering: An Equivalence Principle and Dimension Reduction Xiaoqun Wang1,2 , and Ian H. Sloan2,3 1 Department of Mathematical Sciences, Tsinghua University, Beijing[removed], Chin