Dimension reduction techniques in quasi-Monte Carlo methods for option pricing
Year of publication: |
2009
|
---|---|
Authors: | Wang, Xiaoqun |
Published in: |
INFORMS journal on computing : JOC. - Catonsville, MD : INFORMS, ISSN 1091-9856, ZDB-ID 1316077-1. - Vol. 21.2009, 3, p. 488-504
|
Subject: | Optionspreistheorie | Option pricing theory | Monte-Carlo-Simulation | Monte Carlo simulation |
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