Quasi-Monte Carlo and Monte Carlo methods and their application in finance (Q2583624)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Quasi-Monte Carlo and Monte Carlo methods and their application in finance |
scientific article |
Statements
Quasi-Monte Carlo and Monte Carlo methods and their application in finance (English)
0 references
17 January 2006
0 references
quasi-Monte Carlo methods
0 references
Monte Carlo methods
0 references
option pricing
0 references
risk management
0 references