Q4912347
type: Item
instance of: scholarly article
zbMATH Open document ID: 1274.91482
author: Natalia C. Roşca
author: Alin V. Roşca
publication date: 2013-04-03T00:00:00Z
Mathematics Subject Classification ID: 91G60
Mathematics Subject Classification ID: 91G20
zbMATH DE Number: 6150131
zbMATH Keywords: Monte Carlo integration
zbMATH Keywords: sequences with low \(G\)-discrepancy
zbMATH Keywords: normal inverse Gaussian distribution
zbMATH Keywords: option pricing
zbMATH Keywords: barrier options
zbMATH Keywords: numerical results
MaRDI profile type: MaRDI publication profile
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description: scientific article; zbMATH DE number 6150131