Low-discrepancy sequences: Monte Carlo simulation of option prices

Journal of Derivatives

Volumn 5, Issue 1, 1997, Pages 63-83

  Galanti, Silvio ^a   Jung, Alan ^b  

^a MedDev Corporation   (United States)

^b SAN FRANCISCO STATE UNIVERSITY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0342386364     PISSN: 10741240     EISSN: None     Source Type: Journal    
DOI: 10.3905/jod.1997.407985     Document Type: Article

References (18)

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