scientific article; zbMATH DE number 6150131
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Publication:4912347
zbMath1274.91482MaRDI QIDQ4912347
Alin V. Roşca, Natalia C. Roşca
Publication date: 3 April 2013
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
numerical resultsoption pricingnormal inverse Gaussian distributionMonte Carlo integrationbarrier optionssequences with low \(G\)-discrepancy
Numerical methods (including Monte Carlo methods) (91G60) Derivative securities (option pricing, hedging, etc.) (91G20)
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