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Publication:3392415
zbMath1199.91258MaRDI QIDQ3392415
Publication date: 14 August 2009
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
option pricingnormal inverse Gaussian distributionMonte Carlo integrationquasi-Monte Carlo integration\(H\)-discrepancy\(H\)-distributed low-discrepancy sequences, \(H\)-mixed sequences
Numerical methods (including Monte Carlo methods) (91G60) Monte Carlo methods (65C05) Derivative securities (option pricing, hedging, etc.) (91G20)
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