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In this chapter we will learn the basics of pricing derivatives using simulation methods. We will consider both Monte Carlo and quasi-Monte Carlo but—of course—with a special emphasis on the latter.

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Monte Carlo and Quasi-Monte Carlo Simulation

  • 章节

  • 发表日期：

    2026年

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  • Gunther Leobacher,
  • Friedrich Pillichshammer

摘要

In this chapter we will learn the basics of pricing derivatives using simulation methods. We will consider both Monte Carlo and quasi-Monte Carlo but—of course—with a special emphasis on the latter.