The following pages link to (Q4934388):
Displaying 3 items.
- A hybrid Monte Carlo acceleration method of pricing basket options based on splitting (Q1639548) (← links)
- Random sampling from low-discrepancy sequences: applications to option pricing (Q1876780) (← links)
- On Hybrid Point Sets Stemming from Halton-Type Hammersley Point Sets and Polynomial Lattice Point Sets (Q5117932) (← links)