scientific article

zbMath1212.91123MaRDI QIDQ3558400

Natalia C. Roşca

Publication date: 4 May 2010

Full work available at URL: https://eudml.org/doc/224362

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

option pricingnormal inverse Gaussian distributionMonte Carlo integrationquasi-Monte Carlo integration\(G-\)discrepancysequences with low \(G-\)discrepancy

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Numerical methods (including Monte Carlo methods) (91G60) Monte Carlo methods (65C05) Microeconomic theory (price theory and economic markets) (91B24) Portfolio theory (91G10)

Related Items (1)

Functions of bounded variation, signed measures, and a general Koksma–Hlawka inequality

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