Journal of Mathematical Finance

Vol.2 No.2(2012), Paper ID 19218, 4 pages

DOI:10.4236/jmf.2012.22021

 

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

 

Farshid Mehrdoust, Kianoush Fathi Vajargah

 

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


Mehrdoust, F. and Vajargah, K. (2012) A Computational Approach to Financial Option Pricing Using Quasi Monte Carlo Methods via Variance Reduction Techniques. Journal of Mathematical Finance, 2, 195-198. doi: 10.4236/jmf.2012.22021.

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