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Quasi-Monte Carlo Methods in Option Pricing

G. Íkten
Journal / Anthology

Mathematica in Education and Research
Year: 1999
Volume: 8
Issue: 3-4
Page range: 52-57

Quasi-Monte Carlo methods are finding a wider use in recent applications from computational finance. Their use is applied to a problem from option pricing.

*Applied Mathematics > Numerical Methods
*Business and Economics
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QuasiMonteCarlo.nb (1.2 MB) - Mathematica Notebook

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