A computational approach to financial option pricing using quasi Monte Carlo methods via variance reduction techniques
Farshid Mehrdoust; Kianoush Fathi Vajargah
| Year of publication: |
2012
|
|---|---|
| Authors: | Mehrdoust, Farshid ; Vajargah, Kianoush Fathi |
| Published in: |
Journal of mathematical finance. - [S.l.] : Scientific Research, ISSN 2162-2434, ZDB-ID 26573775. - Vol. 2.2012, 2, p. 195-198
|
| Type of publication: | Article |
|---|---|
| Language: | English |
| Source: |
Persistent link: https://www.econbiz.de/10010097951