Petroni, Nicola Cufaro; Sabino, Piergiacomo - In: Decisions in Economics and Finance 36 (2013) 2, pp. 199-224
the variance reduction in the Quasi-Monte Carlo simulation framework. For this purpose, we adopt the approach employed by … version of Quasi-Monte Carlo simulations as discussed in Sabino, for the numerical estimation of the Deltas of call, digital …