Comparison of randomization techniques for low-discrepancy sequences in finance
No abstract is available for this item.
Volume (Year): 12 (2005)
Issue (Month): 3 (September)
|Contact details of provider:|| Web page: http://springerlink.metapress.com/link.asp?id=102851|
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- S. Ninomiya & S. Tezuka, 1996. "Toward real-time pricing of complex financial derivatives," Applied Mathematical Finance, Taylor & Francis Journals, vol. 3(1), pages 1-20.
When requesting a correction, please mention this item's handle: RePEc:kap:apfinm:v:12:y:2005:i:3:p:227-244. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Sonal Shukla)or (Christopher F. Baum)
If references are entirely missing, you can add them using this form.