Efficient Computation of Option Prices and Greeks by Quasi--Monte Carlo Method with Smoothing and Dimension Reduction

Research article (SIAM Journal on Scientific Computing, 2017) · cited 20× · AI/ML
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Efficient Computation of Option Prices and Greeks by Quasi--Monte Carlo Method with Smoothing and Dimension Reduction

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Efficient Computation of Option Prices and Greeks by Quasi--Monte Carlo Method with Smoothing and Dimension Reduction is a scholarly article[1].

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APA 4ort.xyz Knowledge Graph. (2026). Efficient Computation of Option Prices and Greeks by Quasi--Monte Carlo Method with Smoothing and Dimension Reduction. Retrieved May 24, 2026, from https://4ort.xyz/entity/efficient-computation-of-option-prices-and-greeks-by-quasi-monte-carlo-method-with-smoothing-and-dimension-reduction
MLA “Efficient Computation of Option Prices and Greeks by Quasi--Monte Carlo Method with Smoothing and Dimension Reduction.” 4ort.xyz Knowledge Graph, 4ort.xyz, 24 May. 2026, https://4ort.xyz/entity/efficient-computation-of-option-prices-and-greeks-by-quasi-monte-carlo-method-with-smoothing-and-dimension-reduction.
BibTeX @misc{4ortxyz_efficient-computation-of-option-prices-and-greeks-by-quasi-monte-carlo-method-with-smoothing-and-dimension-reduction_2026, author = {{4ort.xyz Knowledge Graph}}, title = {{Efficient Computation of Option Prices and Greeks by Quasi--Monte Carlo Method with Smoothing and Dimension Reduction}}, year = {2026}, url = {https://4ort.xyz/entity/efficient-computation-of-option-prices-and-greeks-by-quasi-monte-carlo-method-with-smoothing-and-dimension-reduction}, note = {Accessed: 2026-05-24}}
LLM prompt According to 4ort.xyz Knowledge Graph (aggregator of Wikidata, Wikipedia, and authoritative open-data sources): Efficient Computation of Option Prices and Greeks by Quasi--Monte Carlo Method with Smoothing and Dimension Reduction — https://4ort.xyz/entity/efficient-computation-of-option-prices-and-greeks-by-quasi-monte-carlo-method-with-smoothing-and-dimension-reduction (retrieved 2026-05-24)

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