An Accelerating Quasi-Monte Carlo Method for Option Pricing Under the Generalized Hyperbolic Lévy Process

2009 ◽  
Vol 31 (3) ◽  
pp. 2282-2302 ◽  
Author(s):  
Junichi Imai ◽  
Ken Seng Tan
Keyword(s):  
Monte Carlo ◽  
Monte Carlo Method ◽  
Option Pricing ◽  
Lévy Process ◽  
Levy Process ◽  
Quasi Monte Carlo

Monte Carlo & Quasi-Monte Carlo approach in option pricing

2012 ◽  
Author(s):  
M. A. Maasar ◽  
N. A. M. Nordin ◽  
M. Anthonyrajah ◽  
W. M. W. Zainodin ◽  
A. M. Yamin
Keyword(s):  
Monte Carlo ◽  
Option Pricing ◽  
Monte Carlo Approach ◽  
Quasi Monte Carlo

scholarly journals A quasi-Monte Carlo method for computing areas of point-sampled surfaces

2006 ◽  
Vol 38 (1) ◽  
pp. 55-68 ◽  
Author(s):  
Yu-Shen Liu ◽  
Jun-Hai Yong ◽  
Hui Zhang ◽  
Dong-Ming Yan ◽  
Jia-Guang Sun
Keyword(s):  
Monte Carlo ◽  
Monte Carlo Method ◽  
Quasi Monte Carlo

Modeling of wave fields generated by ultrasonic transducers using a quasi-Monte Carlo method

2021 ◽  
Vol 149 (1) ◽  
pp. 7-15
Author(s):  
Shuzeng Zhang ◽  
Yunatian Huang ◽  
Xiongbing Li ◽  
Hyunjo Jeong
Keyword(s):  
Monte Carlo ◽  
Monte Carlo Method ◽  
Ultrasonic Transducers ◽  
Wave Fields ◽  
Quasi Monte Carlo
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