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

Junichi Imai, Ken Seng Tan (2009)

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DOI: 10.1137/080727713

access: closed

type: Journal Article

metadata version: 2020-07-30

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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)

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