Applications of randomized low discrepancy sequences to the valuation of complex securities
| Year of publication: |
2000
|
|---|---|
| Authors: | Tan, Ken Seng ; Boyle, Phelim P. |
| Published in: |
Journal of Economic Dynamics and Control. - Elsevier, ISSN 0165-1889. - Vol. 24.2000, 11-12, p. 1747-1782
|
| Publisher: |
Elsevier |