scientific article; zbMATH DE number 1790433

MaRDI QIDQ4549498zbMATH OpenFDO

Authors Phelim Boyle, Ken Seng Tan, Adam W. Kolkiewicz

Publication date 28 August 2002

zbMATH Keywords

high-biased estimatorquasi-Monte Carlo method

Mathematics Subject Classification ID

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Cited in

(2)

• An improved simulation method for pricing high-dimensional American derivatives.
• American option pricing under GARCH diffusion model: an empirical study

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