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      Monte Carlo methods for security pricing

      Author(s): , ,
      Publication date Created:
      Publication date (Print):
      Journal: Journal of Economic Dynamics and Control
      Publisher: Elsevier BV

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          On the distribution of points in a cube and the approximate evaluation of integrals

          I.M Sobol' (1967)
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            The Pricing of Options on Assets with Stochastic Volatilities

            Alan White, John W Hull (1987)
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              On the efficiency of certain quasi-random sequences of points in evaluating multi-dimensional integrals

              J. Halton (1960)
              Article 0 comments Cited 164 times – based on 0 reviews     Review now
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                Author and article information

                Journal
                Title: Journal of Economic Dynamics and Control
                Abbreviated Title: Journal of Economic Dynamics and Control
                Publisher: Elsevier BV
                ISSN (Print): 01651889
                Publication date Created: June 1997
                Publication date (Print): June 1997
                Volume: 21
                Issue: 8-9
                Pages: 1267-1321
                Article
                DOI: 10.1016/S0165-1889(97)00028-6
                SO-VID: 2f48f233-8201-419c-952d-e3efa48ff811
                Copyright © © 1997
                License:

                http://www.elsevier.com/tdm/userlicense/1.0/

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