• DocumentCode
    20038
  • Title

    Evaluating of path-dependent securities with low discrepancy methods

  • Author

    Domokos Vermes استاد راهنما

  • University
    WPI
  • Grade
    نامعلوم
  • Major
    MS )Mathematical Sciences(
  • Number of pages
    0
  • Publish Date
    2003
  • Keyword

    variance-reduction techniques , path-dependent securities , Quasi- Monte Carlo , low-discrepancy methods

  • Note
    01
  • Language
    انگليسي
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=17&DC=20038