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	Pricing lookback options under normal inverse gaussian model by variance reduction and randomized quasi-Monte Carlo methods (EI收录)
	Lai, Yongzeng[1]; Zhang, Jilin[2]
会议名称	Proceedings - 2014 7th International Joint Conference on Computational Sciences and Optimization, CSO 2014
会议日期	July 4, 2014 - July 6, 2014
会议地点	Beijing, China
关键词	Costs Economics Finance Gaussian distribution Inverse problems Numerical methods
URL标识	查看原文
内容类型	会议论文
URI标识	http://www.corc.org.cn/handle/1471x/2045133
专题	华南理工大学
作者单位	1.[1] Department of Mathematics, Wilfrid Laurier University, Waterloo, Canada 2.[2] Department of Mathematics and Physics, Fujian University of Technology, Fuzhou, Fujian, China
推荐引用方式 GB/T 7714	Lai, Yongzeng[1],Zhang, Jilin[2]. Pricing lookback options under normal inverse gaussian model by variance reduction and randomized quasi-Monte Carlo methods (EI收录)[C]. 见:Proceedings - 2014 7th International Joint Conference on Computational Sciences and Optimization, CSO 2014. Beijing, China. July 4, 2014 - July 6, 2014.

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