THE EFFECT OF RANDOMIZED LOW DISCREPANCY SEQUENCES IN OPTION PRICING(Special Issue on Theory, Methodology and Applications in Financial Engneering) (Q4803743)
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scientific article; zbMATH DE number 1895591
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | THE EFFECT OF RANDOMIZED LOW DISCREPANCY SEQUENCES IN OPTION PRICING(Special Issue on Theory, Methodology and Applications in Financial Engneering) |
scientific article; zbMATH DE number 1895591 |
Statements
THE EFFECT OF RANDOMIZED LOW DISCREPANCY SEQUENCES IN OPTION PRICING(Special Issue on Theory, Methodology and Applications in Financial Engneering) (English)
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2002
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multiple risk factors
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Monte Carlo methods
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