The Effect of Randomized Low Discrepancy Sequences in Option Pricing
| Year of publication: |
2002
|
|---|---|
| Authors: | Tamura, Tsutomu |
| Published in: |
Journal of the Operations Research Society of Japan : JORSJ. - Tokyo : Soc., ISSN 0453-4514, ZDB-ID 715544x. - Vol. 45.2002, 4, p. 456
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