Applications of randomized low discrepancy sequences to the valuation of complex securities (Q1583155)
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scientific article; zbMATH DE number 1521685
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Applications of randomized low discrepancy sequences to the valuation of complex securities |
scientific article; zbMATH DE number 1521685 |
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Applications of randomized low discrepancy sequences to the valuation of complex securities (English)
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26 October 2000
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quasi-random Monte Carlo
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deterministic sequences
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low discrepancy sequences
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standard error
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Owen's technique
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0.8969735
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0.8721101
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0.8681848
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0.84416664
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0.8255731
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0.81217325
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0.8102417
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