Efficient quasi-Monte simulations for pricing high-dimensional path-dependent options

✍ Scribed by Sabino, Piergiacomo

• Book ID: 106295851
• Publisher: Springer
• Year: 2009
• Weight: 201 KB
• Volume: 32
• Category: Article
• ISSN: 1127-1035
• DOI: 10.1007/s10203-009-0084-9