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Values and Risks of Complex Financial Instruments: Monte Carlo and Low-Discrepancy Points
Values and Risks of Complex Financial Instruments: Monte Carlo and Low-Discrepancy Points Presented ... valuation of complex formulas. Moreover, results using low-discrepancy sequences instead of the Monte Carlo ...- Authors: Application Administrator, Graham Lord, Irwin T Vanderhoof, Leonard H Wissner, Anargyros Papageorgiou
- Date: Oct 1996
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Record of the Society of Actuaries
- Topics: Modeling & Statistical Methods>Simulation