Quasi-Monte Carlo methods in numerical finance

Management Science

Volumn 42, Issue 6, 1996, Pages 926-938

  Joy, Corwin ^a   Boyle, Phelim P ^a   Tan, Ken Seng ^a  

^a NONE

Author keywords

Derivative Valuation; Faure Sequences; Monte Carlo Simulation; Numerical Finance; Quasi random Sequences

Indexed keywords

EID: 0000781839     PISSN: 00251909     EISSN: None     Source Type: Journal    
DOI: 10.1287/mnsc.42.6.926     Document Type: Article

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