1) low-discrepancy sequences
低差异序列
1.
In this study,we presented some Characteristic of low-discrepancy sequences,we consider numerical pricing analysis of options by uses low discrepancy Sequences,Such as Halton,Fanre,Sobol sequences.
在本文中我们展示了低差异序列的一些特点,利用拟蒙特卡罗模拟方法中的Halton、Faure、Sobol序列来对期权进行数值定价分析,数值实验结果表明:在低维数的条件下Hal- ton、Faure、Sobol序列比(伪)蒙特卡罗模拟方法好,在高维数的条件下,Halton序列比较敏感,Faure、Sobol序列比其它方法表现好。
2) Halton Low Discrepancy Sequences
Halton低差异度序列
4) difference sequence
差异序列
1.
To solve the problem that all the algorithms of the series of Chi2 algorithm only adopt maximal difference as standard of interval merging, a difference sequence method is proposed which is having better performance manifested by experiments than that of the series of Chi2 algorithm.
在此基础上,考虑仅以最大差异为区间合并标准存在不合理性,提出一种基于差异序列为标准的区间合并方法,该方法可以大大提高Chi2系列算法的离散化效果。
6) Diversity sequence method
差异序列法
补充资料：低都儿低
1.低而又低，很低。
说明：补充资料仅用于学习参考，请勿用于其它任何用途。
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