Selected Topic:

Low-Discrepancy Sequences

Monte Carlo Simulation of Option Prices

  • Silvio Galanti
  • Alan Jung

The Journal of Derivatives

 Fall 1997,

5

 (

1

)

63

-

83

doi

10.3905/jod.1997.407985

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The Journal of Derivatives Vol 5 Issue 1
Volume 5, Issue 1
Fall 1997
Focus

Abstract

  1. Silvio Galanti
    1. With Integral Development Corporation in Palo Alto, California.
  2. Alan Jung
    1. An associate professor at San Francisco State University’s College of Business.
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