No label defined (Q4912347)
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scientific article; zbMATH DE number 6150131
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|---|---|---|---|
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| English | No label defined |
scientific article; zbMATH DE number 6150131 |
Statements
3 April 2013
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Monte Carlo integration
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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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barrier options
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numerical results
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0.94846326
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0.9219044
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0.91514224
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0.91257674
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0.9107412
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0.9087059
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0.9010904
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