Randomized quasi-Monte Carlo methods in pricing securities
| Year of publication: |
2004
|
|---|---|
| Authors: | Ökten, Giray ; Eastman, Warren |
| Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 7174093. - Vol. 28.2004, 12, p. 2399-2426
|