مرکز منطقه ای اطلاع رساني علوم و فناوري - A central limit theorem and improved error bounds for a hybrid-Monte Carlo sequence with applications in computational finance

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 :

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 :