Applications of simulation methods to barrier options driven by Lévy processes (Q2999362)
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scientific article; zbMATH DE number 5887568
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| English | Applications of simulation methods to barrier options driven by Lévy processes |
scientific article; zbMATH DE number 5887568 |
Statements
13 May 2011
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mixed Monte Carlo method
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quasi-Monte Carlo method
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Lévy processes
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0.8591858744621277
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0.8143473267555237
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0.8045910596847534
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0.7960771918296814
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