"An Accelerating Quasi-Monte Carlo Method for Option Pricing Under the ..."

Junichi Imai, Ken Seng Tan (2009)

> Home

Details and statistics

DOI: 10.1137/080727713

access: closed

type: Journal Article

metadata version: 2020-07-30

- view
  - electronic edition via DOI
  - unpaywalled version
  authority control:
- export record
  dblp key:
  - journals/siamsc/ImaiT09
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/siamsc/ImaiT09
Junichi Imai, Ken Seng Tan:
An Accelerating Quasi-Monte Carlo Method for Option Pricing Under the Generalized Hyperbolic L[e-acute]vy Process. SIAM J. Sci. Comput. 31(3): 2282-2302 (2009)

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.