Randomized quasi-Monte Carlo methods in pricing securities (Q953725)
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scientific article; zbMATH DE number 5362847
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| English | Randomized quasi-Monte Carlo methods in pricing securities |
scientific article; zbMATH DE number 5362847 |
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Randomized quasi-Monte Carlo methods in pricing securities (English)
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6 November 2008
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survey of randomized quasi-Monte Carlo methods
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effects of Box-Muller and inverse transformation
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option pricing
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0.93662506
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0.93662506
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0.9259723
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0.9237484
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0.91043013
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0.9104272
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0.90962565
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0.9052992
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