An Accelerating Quasi-Monte Carlo Method for Option Pricing Under the Generalized Hyperbolic Lévy Process (Q3567028): Difference between revisions
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Latest revision as of 22:58, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An Accelerating Quasi-Monte Carlo Method for Option Pricing Under the Generalized Hyperbolic Lévy Process |
scientific article |
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An Accelerating Quasi-Monte Carlo Method for Option Pricing Under the Generalized Hyperbolic Lévy Process (English)
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10 June 2010
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quasi-Monte Carlo
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effective dimension
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option pricing
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generalized hyperbolic Lévy process
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