Toward real-time pricing of complex financial derivatives
Year of publication: |
1996
|
---|---|
Authors: | Ninomiya, S. ; Tezuka, S. |
Published in: |
Applied Mathematical Finance. - Taylor & Francis Journals, ISSN 1350-486X. - Vol. 3.1996, 1, p. 1-20
|
Publisher: |
Taylor & Francis Journals |
Subject: | low-discrepancy sequences | generalized Niederreiter sequences | Faure sequences | Sobol' sequences | financial derivatives |
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