"Improved monte carlo and quasi-monte carlo methods for the price and the ..."

Kemal Dinçer Dingeç, Wolfgang Hörmann (2014)

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DOI: 10.1109/WSC.2014.7019910

access: closed

type: Conference or Workshop Paper

metadata version: 2021-06-10

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  - https://dblp.org/rec/conf/wsc/DingecH14
Kemal Dinçer Dingeç, Wolfgang Hörmann:
Improved monte carlo and quasi-monte carlo methods for the price and the greeks of asian options. WSC 2014: 441-452

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