Randomized quasi-Monte Carlo methods in pricing securities (Q953725): Difference between revisions
From MaRDI portal
Changed an Item |
Changed an Item |
||
| Property / describes a project that uses | |||
| Property / describes a project that uses: bootstrap / rank | |||
Normal rank | |||
Revision as of 10:36, 28 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Randomized quasi-Monte Carlo methods in pricing securities |
scientific article |
Statements
Randomized quasi-Monte Carlo methods in pricing securities (English)
0 references
6 November 2008
0 references
survey of randomized quasi-Monte Carlo methods
0 references
effects of Box-Muller and inverse transformation
0 references
option pricing
0 references
