Title of article
A central limit theorem and improved error bounds for a hybrid-Monte Carlo sequence with applications in computational finance
Author/Authors
Giray Okten، نويسنده , , Bruno Tuffin ، نويسنده , , Vadim Burago، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2006
Pages
24
From page
435
To page
458
Keywords
Hybrid-Monte Carlo , option pricing , Quasi-Monte Carlo
Journal title
Journal of Complexity
Serial Year
2006
Journal title
Journal of Complexity
Record number
292093
Link To Document