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16 Simulation based Option Pricing
16.1 Simulation techniques for option pricing
16.2 Quasi Monte Carlo (QMC) techniques for option pricing
16.2.1 Introduction to Quasi Monte Carlo techniques
16.2.2 Error bounds
16.2.3 Construction of the Halton sequence
16.2.4 Experimental results
16.3 Pricing options with simulation techniques - a guideline
Bibliography

 
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