Applications of randomized low discrepancy sequences to the valuation of complex securities
Work
Year: 2000
Type: article
Authors Ken Seng Tan, Phelim P. Boyle
Institution University of Waterloo
Cites: 30
Cited by: 51
Related to: 10
FWCI: 4.206
Citation percentile (by year/subfield): 90.77
Subfield: Numerical Analysis
Field: Mathematics
Domain: Physical Sciences
Open Access status: closed