Publication:2999362

zbMath1224.91184MaRDI QIDQ2999362

Natalia C. Roşca, Alin V. Roşca

Publication date: 13 May 2011

Full work available at URL: https://eudml.org/doc/224552

zbMATH Keywords

Lévy processes; quasi-Monte Carlo method; mixed Monte Carlo method

Mathematics Subject Classification ID

62P05: Applications of statistics to actuarial sciences and financial mathematics

91G60: Numerical methods (including Monte Carlo methods)

65C05: Monte Carlo methods

91G20: Derivative securities (option pricing, hedging, etc.)