Quasi-Monte Carlo approaches to option pricing

Birge, John R.

Quasi-Monte Carlo approaches to option pricing

dc.contributor.author	Birge, John R.	en_US
dc.date.accessioned	2006-02-03T16:53:26Z
dc.date.available	2006-02-03T16:53:26Z
dc.date.issued	1995	en_US
dc.identifier	UMR4771	en_US
dc.identifier.uri	https://hdl.handle.net/2027.42/3635
dc.format.extent	29 bytes
dc.format.extent	35529 bytes
dc.format.extent	3366 bytes
dc.format.extent	44109 bytes
dc.format.extent	1918499 bytes
dc.format.mimetype	text/plain
dc.format.mimetype	text/plain
dc.format.mimetype	text/plain
dc.format.mimetype	text/plain
dc.format.mimetype	application/pdf
dc.language.iso	en_US	en_US
dc.subject	Options (Finance) -- Mathematical models.	en_US
dc.subject	Monte Carlo method.	en_US
dc.subject	Random number generators.	en_US
dc.title	Quasi-Monte Carlo approaches to option pricing	en_US
dc.type	Technical Report	en_US
dc.subject.hlbtoplevel	Engineering	en_US
dc.description.bitstreamurl	http://deepblue.lib.umich.edu/bitstream/2027.42/3635/5/bap3204.0001.001.pdf	en_US
dc.description.bitstreamurl	http://deepblue.lib.umich.edu/bitstream/2027.42/3635/4/bap3204.0001.001.txt	en_US
dc.owningcollname	Engineering, College of - Technical Reports

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