Applications of randomized low discrepancy sequences to the valuation of complex securities
type: Item
instance of: scholarly article
title: Applications of randomized low discrepancy sequences to the valuation of complex securities
zbMATH Open document ID: 0967.91059
DOI: 10.1016/S0165-1889(99)00087-1
publication date: 2000-10-26T00:00:00Z
Mathematics Subject Classification ID: 91B82
Mathematics Subject Classification ID: 65C10
zbMATH DE Number: 1521685
zbMATH Keywords: quasi-random Monte Carlo
zbMATH Keywords: deterministic sequences
zbMATH Keywords: low discrepancy sequences
zbMATH Keywords: standard error
zbMATH Keywords: Owen's technique
author: Ken Seng Tan
author: Phelim Boyle
describes a project that uses: Algorithm 647
MaRDI profile type: Publication
cites work: Q4066363
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Wikidata QID: Q126773722
full work available at URL: s0165-1889(99)00087-1
OpenAlex ID: W2149736324
published in: Journal of Economic Dynamics and Control
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description: scientific article; zbMATH DE number 1521685