scientific article; zbMATH DE number 1390121

zbMath0940.91061MaRDI QIDQ4934388

Giray Ökten

Publication date: 26 July 2000

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

zbMATH Keywords

option pricingquasi-Monte Carlo methodstransport theoryquasi-Monte Carlo simulation

Mathematics Subject Classification ID

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

Related Items (2)

Random sampling from low-discrepancy sequences: applications to option pricing ⋮ On Hybrid Point Sets Stemming from Halton-Type Hammersley Point Sets and Polynomial Lattice Point Sets

Uses Software

• Algorithm 647

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