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    Statements

    author
    Natalia C. Roşca
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    publication date
    4 May 2010
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    zbMATH Keywords
    Monte Carlo integration
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    quasi-Monte Carlo integration
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    \(G-\)discrepancy
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    sequences with low \(G-\)discrepancy
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    normal inverse Gaussian distribution
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    option pricing
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    Identifiers

    Mathematics Subject Classification ID
    91G60
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    91G10
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    62P05
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    65C05
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    91B24
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    zbMATH DE Number
    5703621
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