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Title
Quasi-Monte Carlo Methods in Option Pricing
Author
G. Ökten
Journal / Anthology
Mathematica in Education and Research
Year:
1999
Volume:
8
Issue:
3-4
Page range:
52-57
Description
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.
Subjects
Applied Mathematics
>
Numerical Methods
Business and Economics
Downloads
QuasiMonteCarlo.nb
(1.2 MB) -
Mathematica Notebook
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