Randomized quasi-Monte Carlo methods in pricing securities

Journal of Economic Dynamics and Control

Volumn 28, Issue 12, 2004, Pages 2399-2426

  Ökten, Giray ^a   Eastman, Warren ^b  

^a BALL STATE UNIVERSITY   (United States)

^b Avionics Test/Analysis Corporation   (United States)

Author keywords

Box Muller; Option pricing; Randomized quasi Monte Carlo

Indexed keywords

EID: 7244253084     PISSN: 01651889     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jedc.2003.11.003     Document Type: Article

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