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Quasi-Monte Carlo Methods in Numerical Finance
Quasi-Monte Carlo Methods in Numerical Finance This paper introduces and illustrates a ... Management, UCLA, Los Angeles, CA, 1992. DUFFLE, D., Dynamic Asset Pricing Theory. Princeton University Press ...- Authors: Phelim Boyle, Ken Seng Tan, Corwin Joy
- Date: Jan 1999
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Modeling & Statistical Methods>Simulation