• 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
    28
  • 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