DocumentCode :
20038
Title :
Evaluating of path-dependent securities with low discrepancy methods
Author :
Domokos Vermes استاد راهنما
University :
WPI
Grade :
نامعلوم
Major :
MS )Mathematical Sciences(
Number of pages :
0
Publish Date :
2003
Keyword :
variance-reduction techniques , path-dependent securities , Quasi- Monte Carlo , low-discrepancy methods
Note :
01
Language :
انگليسي
Link To Document :
https://search.ricest.ac.ir/dl/search/defaultta.aspx?DTC=17&DC=20038