Department of Applied Mathematics, Faculty of Mathematical Sciences, University of Guilan, Rasht, Iran
Department of Statistics, Islamic Azad University North Tehran Branch, Tehran, Iran
Copyright © 2012 Farshid Mehrdoust, Kianoush Fathi Vajargah et al. This is
an open access article distributed under the Creative Commons Attribution
License, which permits unrestricted use, distribution, and reproduction in any
medium, provided the original work is properly cited.
How to Cite this Article
F. Mehrdoust and K. Vajargah, "A Computational Approach to Financial Option Pricing Using Quasi Monte Carlo Methods via Variance Reduction Techniques,"
Journal of Mathematical Finance, Vol. 2 No. 2, 2012, pp. 195-198. doi:
10.4236/jmf.2012.22021.