Quasi-Monte Carlo techniques for CAT bond pricing

Hansjörg Albrecher, Jürgen Hartinger, Robert Tichy

Research output: Contribution to journalArticleResearchpeer-review

Original languageEnglish
Pages (from-to)197-212
JournalMonte Carlo methods and applications
Volume10
Issue number3-4
Publication statusPublished - 2004

Cite this

Quasi-Monte Carlo techniques for CAT bond pricing. / Albrecher, Hansjörg; Hartinger, Jürgen; Tichy, Robert.

In: Monte Carlo methods and applications, Vol. 10, No. 3-4, 2004, p. 197-212.

Research output: Contribution to journalArticleResearchpeer-review

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AU - Hartinger, Jürgen

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