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Statistical Theory and Related Fields Volume 1, 2017 - Issue 1
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Articles

Quasi-Monte Carlo simulation of Brownian sheet with application to option pricing

Xinyu SongDepartment of Statistics, University of Wisconsin-Madison, Madison, WI, USACorrespondence[email protected]
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Yazhen WangDepartment of Statistics, University of Wisconsin-Madison, Madison, WI, USAView further author information
Pages 82-91 | Received 07 Mar 2017, Accepted 17 May 2017, Published online: 19 Jun 2017

References

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