Toward real-time pricing of complex financial derivatives

Applied Mathematical Finance

Volumn 3, Issue 1, 1996, Pages 1-20

  Ninomiya, S ^a   Tezuka, S ^a  

^a IBM RESEARCH   (United States)

Author keywords

Faure sequences; Financial derivatives; Generalized Niederreiter sequences; Low discrepancy sequences; Sobol' sequences

Indexed keywords

EID: 85013919983     PISSN: 1350486X     EISSN: 14664313     Source Type: Journal    
DOI: 10.1080/13504869600000001     Document Type: Article

References (10)

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