Comparison of randomization techniques for low-discrepancy sequences in finance

Tsutomu Tamura ()

Asia-Pacific Financial Markets, 2005, vol. 12, issue 3, 227-244

Keywords: Low-discrepancy sequence; Quasi-Monte Carlo simulation; Randomization; Error estimation; Derivative pricing; Path dependent option (search for similar items in EconPapers)
Date: 2005
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DOI: 10.1007/s10690-006-9025-6

Asia-Pacific Financial Markets is currently edited by Jiro Akahori

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