An Accelerating Quasi-Monte Carlo Method for Option Pricing Under the Generalized Hyperbolic Lévy Process (Q3567028)
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: An Accelerating Quasi-Monte Carlo Method for Option Pricing Under the Generalized Hyperbolic Lévy Process |
scientific article; zbMATH DE number 5719762
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | An Accelerating Quasi-Monte Carlo Method for Option Pricing Under the Generalized Hyperbolic Lévy Process |
scientific article; zbMATH DE number 5719762 |
Statements
An Accelerating Quasi-Monte Carlo Method for Option Pricing Under the Generalized Hyperbolic Lévy Process (English)
0 references
10 June 2010
0 references
quasi-Monte Carlo
0 references
effective dimension
0 references
option pricing
0 references
generalized hyperbolic Lévy process
0 references
0.9056995
0 references
0.89537406
0 references
0.89443874
0 references
0.8935026
0 references
0.88971376
0 references
0.8889917
0 references
0.88839865
0 references
0.8864536
0 references
