Randomized quasi-Monte Carlo methods in pricing securities (Q953725)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Randomized quasi-Monte Carlo methods in pricing securities |
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
