Random sampling from low-discrepancy sequences: applications to option pricing (Q1876780)
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scientific article; zbMATH DE number 2093862
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Random sampling from low-discrepancy sequences: applications to option pricing |
scientific article; zbMATH DE number 2093862 |
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Random sampling from low-discrepancy sequences: applications to option pricing (English)
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20 August 2004
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Option pricing
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Monte Carlo methods
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Low-discrepancy sequences
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