Quasi-Monte Carlo techniques for CAT bond pricing

Hansjörg Albrecher, Jürgen Hartinger, Robert Tichy

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