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Option pricing theory
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Sabino, Piergiacomo
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Computational Management Science : CMS
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Decisions in economics and finance : DEF ; a journal of applied mathematics
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Efficient quasi-Monte simulations for pricing high-dimensional path-dependent options
Sabino, Piergiacomo
- In:
Decisions in economics and finance : DEF ; a journal of …
32
(
2009
)
1
,
pp. 49-65
Persistent link: https://www.econbiz.de/10003835862
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Implementing quasi-Monte Carlo simulations with linear transformations
Sabino, Piergiacomo
- In:
Computational Management Science : CMS
8
(
2011
)
1/2
,
pp. 51-74
Persistent link: https://www.econbiz.de/10008992063
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