A Quasi-Monte Carlo Approach to Bayesian Parameter Estimation for Nonlinear Dynamic Process Models

2013 ◽  
Vol 46 (7) ◽  
pp. 467-479 ◽  
Author(s):  
Shigeru Kashiwaya
Keyword(s):  
Monte Carlo ◽  
Parameter Estimation ◽  
Dynamic Process ◽  
Nonlinear Dynamic ◽  
Process Models ◽  
Bayesian Parameter Estimation ◽  
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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