Pricing Asian Options in the Hyperbolic Model: A Fast Quasi-Monte Carlo Approach

Jürgen Hartinger, Martin Predota

Institute of Analysis and Number Theory (5010)

Research output: Contribution to journal › Article › peer-review

1 results

Finished
Number-Theoretic Algorithms and their Applications (FSP)
Grabner, P., Albrecher, H., Fuchs, C. J., Tichy, R., Predota, M., Stoll, T., Heuberger, C., Koch, W., Frisch, S., Hartinger, J., Ziegler, V., Lamberger, M. & Kainhofer, R.
1/01/00 → 31/12/05
Project: Research project