Randomized quasi-Monte Carlo methods in pricing securities
Year of publication: |
2004
|
---|---|
Authors: | Ökten, Giray ; Eastman, Warren |
Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 28.2004, 12, p. 2399-2426
|
Subject: | Monte-Carlo-Simulation | Monte Carlo simulation | Optionspreistheorie | Option pricing theory |
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