Monte Carlo and Quasi-Monte Carlo Methods in Financial Derivative Pricing
In this dissertation, we discuss the generation of low discrepancy sequences, randomization of these sequences, and the transformation methods to generate normally distributed random variables. Two well known methods for generating normally distributed numbers are considered, namely; Box-Muller and...
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| Format: | Others |
| Language: | English English |
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Florida State University
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| Online Access: | http://purl.flvc.org/fsu/fd/FSU_migr_etd-4144 |