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Low-discrepancy sequences : Monte Carlo simulation of option prices
Galanti, Silvio - In: The journal of derivatives : the official publication … 5 (1997) 1, pp. 63-83
Persistent link: https://www.econbiz.de/10001226460
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IMPROVING THE PERFORMANCE OF LOW-DISCREPANCY SEQUENCES USING BROWNIAN BRIDGE IN MONTE CARLO SIMULATION OF OPTION PRICES - Monte Carlo simulation is an increasingly important techni...
Jung, Alan - In: The journal of derivatives : the official publication … 6 (1998) 2, pp. 85
Persistent link: https://www.econbiz.de/10007346973
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LOW-DISCREPANCY SEQUENCES: MONTE CARLO SIMULATION OF OPTION PRICES
Galanti, Silvio; Jung, Alan - In: The journal of derivatives : the official publication … 5 (1997) 1, pp. 63-84
Persistent link: https://www.econbiz.de/10007368288
Cover Image
IMPROVING THE PERFORMANCE OF LOW-DISCREPANCY SEQUENCES USING BROWNIAN BRIDGE IN MONTE CARLO SIMULATION OF OPTION PRICES - Monte Carlo simulation is an increasingly important techni...
Jung, Alan - In: The journal of derivatives : the official publication … 19980, pp. 85
Persistent link: https://www.econbiz.de/10007374516