مرکز منطقه ای اطلاع رساني علوم و فناوري - Randomized quasi-Monte Carlo methods in pricing securities

Title of article :

Randomized quasi-Monte Carlo methods in pricing securities

Author/Authors :

Giray ?kten، نويسنده , , Warren Eastman، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2004

Pages :

From page :

2399

To page :

2426

Keywords :

Randomized quasi-Monte Carlo , option pricing , Box–Muller

Journal title :

Journal of Economic Dynamics and Control

Serial Year :

2004

Journal title :

Journal of Economic Dynamics and Control

Record number :

238786

Link To Document :