An importance sampling-based smoothing approach for quasi-Monte Carlo simulation of discrete barrier options (Q1634312): Difference between revisions
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Latest revision as of 20:36, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An importance sampling-based smoothing approach for quasi-Monte Carlo simulation of discrete barrier options |
scientific article |
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An importance sampling-based smoothing approach for quasi-Monte Carlo simulation of discrete barrier options (English)
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18 December 2018
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simulation
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importance sampling
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quasi-Monte Carlo
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discrete barrier option
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smoothing
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