Random sampling from low-discrepancy sequences: applications to option pricing
type: Item
instance of: scholarly article
title: Random sampling from low-discrepancy sequences: applications to option pricing
zbMATH Open document ID: 1073.91037
DOI: 10.1016/S0895-7177(02)00081-X
author: Giray Ökten
published in: Mathematical and Computer Modelling
publication date: 2004-08-20T00:00:00Z
Mathematics Subject Classification ID: 91G60
Mathematics Subject Classification ID: 91B82
Mathematics Subject Classification ID: 65C05
Mathematics Subject Classification ID: 91G20
zbMATH DE Number: 2093862
zbMATH Keywords: Option pricing
zbMATH Keywords: Monte Carlo methods
zbMATH Keywords: Low-discrepancy sequences
describes a project that uses: bootstrap
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 2093862