Efficient quasi-Monte simulations for pricing high-dimensional path-dependent options
Year of publication: |
2009
|
---|---|
Authors: | Sabino, Piergiacomo |
Published in: |
Decisions in economics and finance : DEF ; a journal of applied mathematics. - Milano : Springer, ISSN 1593-8883, ZDB-ID 2040574-1. - Vol. 32.2009, 1, p. 49-65
|
Subject: | Optionspreistheorie | Option pricing theory | Monte-Carlo-Simulation | Monte Carlo simulation | Simulation | Theorie | Theory |
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