Pages that link to "Item:Q1876780"

The following pages link to Random sampling from low-discrepancy sequences: applications to option pricing (Q1876780):

Displaying 6 items.

• Comparison of randomization techniques for low-discrepancy sequences in finance (Q867694) (← links)
• Randomized quasi-Monte Carlo methods in pricing securities (Q953725) (← links)
• Parameterization based on randomized quasi-Monte Carlo methods (Q991136) (← links)
• Applications of randomized low discrepancy sequences to the valuation of complex securities (Q1583155) (← links)
• A central limit theorem and improved error bounds for a hybrid-Monte Carlo sequence with applications in computational finance (Q2507585) (← links)
• THE EFFECT OF RANDOMIZED LOW DISCREPANCY SEQUENCES IN OPTION PRICING(Special Issue on Theory, Methodology and Applications in Financial Engneering) (Q4803743) (← links)