A Computational Approach to Financial Option Pricing Using Quasi Monte Carlo Methods via Variance Reduction Techniques

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ISSN Print: 2162-2434
ISSN Online: 2162-2442
www.scirp.org/journal/jmf
E-mail: jmf@scirp.org

"A Computational Approach to Financial Option Pricing Using Quasi Monte Carlo Methods via Variance Reduction Techniques"
written by Farshid Mehrdoust, Kianoush Fathi Vajargah,
published by Journal of Mathematical Finance, Vol.2 No.2, 2012

has been cited by the following article(s):

[1]	Pricing Options Using Monte Carlo Simulation
	2019

[2]	Pricing Asian Options and Basket Options by Monte Carlo Methods
	2017

[3]	A new hybrid Monte Carlo simulation for Asian options pricing
	Journal of Statistical Computation and Simulation, 2015

[4]	Accelerated Simulation Scheme for Solving Financial Problems
	NULL 2014

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