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Comparison of randomization techniques for low-discrepancy sequences in finance

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  • Tsutomu Tamura

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  • Tsutomu Tamura, 2005. "Comparison of randomization techniques for low-discrepancy sequences in finance," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 12(3), pages 227-244, September.
    • Handle: RePEc:kap:apfinm:v:12:y:2005:i:3:p:227-244
    DOI: 10.1007/s10690-006-9025-6
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    References listed on IDEAS

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    1. S. Ninomiya & S. Tezuka, 1996. "Toward real-time pricing of complex financial derivatives," Applied Mathematical Finance, Taylor & Francis Journals, vol. 3(1), pages 1-20.
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