Toward real-time pricing of complex financial derivatives

DOI10.1080/13504869600000001zbMath1097.91530OpenAlexW2030307575MaRDI QIDQ4541528

Shu Tezuka, Syoiti Ninomiya

Publication date: 1996

Published in: Applied Mathematical Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/13504869600000001

Mathematics Subject Classification ID

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Cites Work

• Quasi-Random Sequences and Their Discrepancies
• Polynomial arithmetic analogue of Halton sequences
• Efficient and portable combined Tausworthe random number generators
• An equilibrium characterization of the term structure

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