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"Quasi-Monte Carlo for Efficient Fourier Pricing of Multi-Asset Options."

Christian Bayer et al. (2024)

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DOI: 10.48550/ARXIV.2403.02832

access: open

type: Informal or Other Publication

metadata version: 2024-05-07

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  - journals/corr/abs-2403-02832
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  - https://dblp.org/rec/journals/corr/abs-2403-02832
Christian Bayer, Chiheb Ben Hammouda, Antonis Papapantoleon, Michael Samet, Raúl Tempone:
Quasi-Monte Carlo for Efficient Fourier Pricing of Multi-Asset Options. CoRR abs/2403.02832 (2024)

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