Low-discrepancy sequences : Monte Carlo simulation of option prices
Year of publication: |
1997
|
---|---|
Authors: | Galanti, Silvio |
Other Persons: | Jung, Alan (contributor) |
Published in: |
The journal of derivatives : the official publication of the International Association of Financial Engineers. - New York, NY : Pageant Media Ltd., ISSN 1074-1240, ZDB-ID 1169004-5. - Vol. 5.1997, 1, p. 63-83
|
Subject: | Optionspreistheorie | Option pricing theory | Simulation | Theorie | Theory |
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