DOI10.1080/135048698334664zbMath1009.91024MaRDI QIDQ4541556
Raymond Ross
Publication date: 4 September 2002 Published in: Applied Mathematical Finance (Search for Journal in Brave) Full work available at URL: https://doi.org/10.1080/135048698334664
zbMATH Keywords
low-discrepancy sequences; European options; weighted-sum estimators
Mathematics Subject Classification ID
Cites Work