Path Generation for Quasi-Monte Carlo Simulation of Mortgage-Backed Securities

2000 ◽  
Vol 46 (9) ◽  
pp. 1171-1187 ◽  
Author(s):  
Fredrik Åkesson ◽  
John P. Lehoczky
Keyword(s):  
Monte Carlo Simulation ◽  
Monte Carlo ◽  
Path Generation ◽  
Quasi Monte Carlo ◽  
Mortgage Backed Securities

scholarly journals Quasi-Monte Carlo Simulation of Diffusion

1999 ◽  
Vol 15 (3) ◽  
pp. 342-359 ◽  
Author(s):  
Christian Lécot ◽  
Faysal El Khettabi
Keyword(s):  
Monte Carlo Simulation ◽  
Monte Carlo ◽  
Quasi Monte Carlo

scholarly journals A Randomized Quasi-Monte Carlo Simulation Method for Markov Chains

2008 ◽  
Vol 56 (4) ◽  
pp. 958-975 ◽  
Author(s):  
Pierre L'Ecuyer ◽  
Christian Lécot ◽  
Bruno Tuffin
Keyword(s):  
Monte Carlo Simulation ◽  
Monte Carlo ◽  
Markov Chains ◽  
Simulation Method ◽  
Monte Carlo Simulation Method ◽  
Quasi Monte Carlo
Sign in / Sign up

Export Citation Format

Share Document