Pricing Asian Options in the Hyperbolic Model: A Fast Quasi-Monte Carlo Approach

Jürgen Hartinger, Martin Predota

Institute of Analysis and Number Theory (5010)

Research output: Contribution to journal › Article › peer-review

Original language	German
Pages (from-to)	1-33
Journal	Grazer mathematische Berichte
Volume	335
Publication status	Published - 2002

Number-Theoretic Algorithms and their Applications (FSP)
Grabner, P., Albrecher, H., Fuchs, C. J., Tichy, R., Predota, M., Stoll, T., Heuberger, C., Koch, W., Frisch, S., Hartinger, J., Ziegler, V., Lamberger, M. & Kainhofer, R.
1/01/00 → 31/12/05
Project: Research project

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