Comparison of randomization techniques for low-discrepancy sequences in finance
| Year of publication: |
2005
|
|---|---|
| Authors: | Tamura, Tsutomu |
| Published in: |
Asia-Pacific Financial Markets. - Springer, ISSN 1387-2834. - Vol. 12.2005, 3, p. 227-244
|
| Publisher: |
Springer |
| Subject: | Low-discrepancy sequence | Quasi-Monte Carlo simulation | Randomization | Error estimation | Derivative pricing | Path dependent option |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005547722