Quasi-Monte Carlo Methods-Reference-Cited by-同舟云学术

Quasi-Monte Carlo Methods

Published:2010-05-15 Issue: Volume: Page:
ISSN:
Container-title:Encyclopedia of Quantitative Finance
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Author:

Niederreiter Harald

Publisher

John Wiley & Sons, Ltd

Link

http://onlinelibrary.wiley.com/wol1/doi/10.1002/9780470061602.eqf13019/fullpdf

Reference83 articles.

1. A Comparison of Some Monte Carlo and Quasi Monte Carlo Techniques for Option Pricing

2. Birge , J.R. 1994 Quasi-Monte Carlo approaches to option pricing 94-19 Department of Industrial and Operations Engineering, University of Michigan Ann Arbor, MI

3. Options: a Monte Carlo approach;Boyle;Journal of Financial Economics,1977

4. Monte Carlo methods for security pricing;Boyle;Journal of Economic Dynamics and Control,1997

5. Valuation of the reset options embedded in some equity-linked insurance products;Boyle;North American Actuarial Journal,2001

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