Why Are High-Dimensional Finance Problems Often of Low Effective Dimension?.

Xiaoqun Wang Ian H. Sloan Why Are High-Dimensional Finance Problems Often of Low Effective Dimension?. 159-183 2005 27 SIAM J. Scientific Computing 1 http://dx.doi.org/10.1137/S1064827503429429 db/journals/siamsc/siamsc27.html#WangS05