Randomized quasi-Monte Carlo methods in pricing securities
| Year of publication: |
2004
|
|---|---|
| Authors: | Okten, Giray ; Eastman, Warren |
| Published in: |
Journal of Economic Dynamics and Control. - Elsevier, ISSN 0165-1889. - Vol. 28.2004, 12, p. 2399-2426
|
| Publisher: |
Elsevier |