Science.Online
Search
Publisher and Institutes
Akademie Verlag
Deutsches Institut für Urbanistik
Oldenbourg Wissenschaftsverlag
Walter de Gruyter
Schattauer
You are here: Home :: Keyword index :: pre bis ret :: quantitative real-time PCR (QRT-PCR) - Quercus petraea Quasi-Monte Carlo methods

Items for "Quasi-Monte Carlo methods"

An Efficient Randomized Quasi-Monte Carlo Algorithm for the Pareto Distribution

This paper studies a new randomized quasi-Monte Carlo method for estimating the mean and variance of the Pareto distribution...

Keywords: Discrepancy, efficiency, Goodness-of-fit test, mean square error, Quasi-Monte Carlo methods, Random number generation

04/2007 | Monte Carlo Methods and Applications, Walter de Gruyter
Arithmetic average options in the hyperbolic model

In this paper, we present a strategy for pricing discrete Asian options, i.e. for options whose payoff depends on the average price of the underlying asset where the average is extended over a fixed period up to the maturity date...

Keywords: Asian option, hyperbolic distribution, Quasi-Monte Carlo methods, Esscher transform

09/2003 | Monte Carlo Methods and Applications, Walter de Gruyter