Quasi-Monte Carlo techniques for CAT bond pricing

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

Original language	English
Pages (from-to)	197-212
Journal	Monte Carlo methods and applications
Volume	10
Issue number	3-4
Publication status	Published - 2004

Cite this

@article{94d1050cb3ee4b638ac0ba1614200b1f,

title = "Quasi-Monte Carlo techniques for CAT bond pricing",

author = "Hansj{\"o}rg Albrecher and J{\"u}rgen Hartinger and Robert Tichy",

year = "2004",

language = "English",

volume = "10",

pages = "197--212",

journal = "Monte Carlo methods and applications",

publisher = "de Gruyter",

number = "3-4",

}