An Accelerating Quasi-Monte Carlo Method for Option Pricing Under the Generalized Hyperbolic Lévy Process

✍ Scribed by Imai, Junichi; Tan, Ken Seng

• Book ID: 118189379
• Publisher: Society for Industrial and Applied Mathematics
• Year: 2009
• Tongue: English
• Weight: 289 KB
• Volume: 31
• Category: Article
• ISSN: 1064-8275
• DOI: 10.1137/080727713