Randomized quasi-Monte Carlo methods in pricing securities (Q953725): Difference between revisions
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Revision as of 13:04, 26 February 2024
scientific article
| Language | Label | Description | Also known as |
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| English | Randomized quasi-Monte Carlo methods in pricing securities |
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Randomized quasi-Monte Carlo methods in pricing securities (English)
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6 November 2008
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survey of randomized quasi-Monte Carlo methods
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effects of Box-Muller and inverse transformation
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option pricing
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