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  • Search: subject:"Auto-realignment method"
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Auto-realignment method 1 Black-Scholes model 1 Black-Scholes-Modell 1 Derivat 1 Derivative 1 Monte Carlo simulation 1 Monte-Carlo-Simulation 1 OT method 1 Option pricing theory 1 Optionspreistheorie 1 Pricing 1 QMC 1 QR decomposition 1 Stochastic process 1 Stochastischer Prozess 1
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Article in journal 1 Aufsatz in Zeitschrift 1
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English 1
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He, Zhijian 1 Wang, Xiaoqun 1 Weng, Chengfeng 1
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European journal of operational research : EJOR 1
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ECONIS (ZBW) 1
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An auto-realignment method in quasi-Monte Carlo for pricing financial derivatives with jump structures
Weng, Chengfeng; Wang, Xiaoqun; He, Zhijian - In: European journal of operational research : EJOR 254 (2016) 1, pp. 304-311
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