Improved quasi-Monte Carlo methods for derivative pricing
Main Author: | |
---|---|
Published: |
Imperial College London
2001
|
Subjects: | |
Online Access: | http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.398912 |
Main Author: | |
---|---|
Published: |
Imperial College London
2001
|
Subjects: | |
Online Access: | http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.398912 |