scientific article; zbMATH DE number 1759475

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zbMath1015.91033MaRDI QIDQ4536429

Publication date: 6 February 2003

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

numerical integration quasi-Monte Carlo low-discrepancy pricing of securities

Mathematics Subject Classification ID

Numerical methods (including Monte Carlo methods) (91G60) Monte Carlo methods (65C05) Derivative securities (option pricing, hedging, etc.) (91G20) Numerical integration (65D30)

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