scholarly journals A Quasi-Monte Carlo Approach to Particle Simulation of the Heat Equation

1993 ◽  
Vol 30 (6) ◽  
pp. 1558-1573 ◽  
Author(s):  
William J. Morokoff ◽  
Russel E. Caflisch
Keyword(s):  
Monte Carlo ◽  
Heat Equation ◽  
Particle Simulation ◽  
Monte Carlo Approach ◽  
Quasi Monte Carlo

Monte Carlo & Quasi-Monte Carlo approach in option pricing

2012 ◽  
Author(s):  
M. A. Maasar ◽  
N. A. M. Nordin ◽  
M. Anthonyrajah ◽  
W. M. W. Zainodin ◽  
A. M. Yamin
Keyword(s):  
Monte Carlo ◽  
Option Pricing ◽  
Monte Carlo Approach ◽  
Quasi Monte Carlo
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