scholarly journals Parallel Randomized Quasi-Monte Carlo Simulation for Asian Basket Option Pricing

2012 ◽  
Vol 6 (1) ◽  
pp. 101-112 ◽  
Author(s):  
Yong-Hong Hu ◽  
Da-Qian Chen
Keyword(s):  
Monte Carlo Simulation ◽  
Monte Carlo ◽  
Option Pricing ◽  
Quasi Monte Carlo ◽  
Basket Option

Monte Carlo & Quasi-Monte Carlo approach in option pricing

2012 ◽  
Author(s):  
M. A. Maasar ◽  
N. A. M. Nordin ◽  
M. Anthonyrajah ◽  
W. M. W. Zainodin ◽  
A. M. Yamin
Keyword(s):  
Monte Carlo ◽  
Option Pricing ◽  
Monte Carlo Approach ◽  
Quasi Monte Carlo

Comonotonic Monte Carlo Simulation and Its Applications in Option Pricing and Quantification of Risk

2016 ◽  
Vol 24 (1) ◽  
pp. 18-28
Author(s):  
Alain Chateauneuf ◽  
Mina Mostoufi ◽  
David Vyncke
Keyword(s):  
Monte Carlo Simulation ◽  
Monte Carlo ◽  
Option Pricing

scholarly journals Quasi-Monte Carlo Simulation of Diffusion

1999 ◽  
Vol 15 (3) ◽  
pp. 342-359 ◽  
Author(s):  
Christian Lécot ◽  
Faysal El Khettabi
Keyword(s):  
Monte Carlo Simulation ◽  
Monte Carlo ◽  
Quasi Monte Carlo

scholarly journals A Randomized Quasi-Monte Carlo Simulation Method for Markov Chains

2008 ◽  
Vol 56 (4) ◽  
pp. 958-975 ◽  
Author(s):  
Pierre L'Ecuyer ◽  
Christian Lécot ◽  
Bruno Tuffin
Keyword(s):  
Monte Carlo Simulation ◽  
Monte Carlo ◽  
Markov Chains ◽  
Simulation Method ◽  
Monte Carlo Simulation Method ◽  
Quasi Monte Carlo
Sign in / Sign up

Export Citation Format

Share Document