On the Use Of Quasi-Monte Carlo Methods in Computational Finance
Abstract.Wegivethebackgroundandrequiredtoolsforapplyingquasi-MonteCarlomethodsecientlytoproblemsincomputational-nance,andsurveyrecentdevelopmentsinthiseld.Wedescribemethodsforpricingeuropeanpath-dependentoptions,andalsodiscussproblemsinvolvingtheestimationofgradientsandthesimulationof
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