ConceptioArchivearXiv (All)
arXiv (All)open access

Confidence intervals for empirical convergence rates of randomised quasi-Monte Carlo, with applications to option pricing

Case, Giacomo
arXiv (All) · Papers · License: Open Access
Open Source ↗Direct PDF ↓
pricing-of-securities
pricing of securities
This document is indexed with metadata only — full text is not available in the archive for this record. Open the official source ↗
Record · ID 1011999
Retrieved via Conceptio — every document is proof-bundled with source, license, and retrieval metadata.