A Quasi Monte Carlo Approach to Piecewise Linear Markov Approximations of Markov Operators

2003 ◽  
Vol 9 (4) ◽  
pp. 295-309
Author(s):  
Jiu Ding ◽  
Dong Mao ◽  
Aihui Zhou
Keyword(s):  
Monte Carlo ◽  
Piecewise Linear ◽  
Monte Carlo Approach ◽  
Markov Operators ◽  
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
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