Browsing Mathematics (Faculty of) by Subject "Quasi-Monte Carlo Method"
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An Efficient Quasi-Monte Carlo Simulation for Pricing Asian Options under Heston's Model
(University of Waterloo, 2015-09-11)The market for path-dependent options has been expanded considerably in the financial industry. The approach for pricing the path-dependent options in this thesis is developed by Kolkiewicz (2014) based on a quasi-Monte ...