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8/20/2019 Option Pricing and a Comparison on the Dimension Reduction Techniques using Markov Chain Quasi-Monte Carlo …
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Int. j. econ. manag. soc. sci., Vol(4), No (3), March, 2015. pp. 252-2
TI Journals
International Journal of Economy, Management and Social Scienceswww.tijournals.com
ISSN:
2306-7276
Copyright © 2015. All rights reserved for TI Journals.
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8/20/2019 Option Pricing and a Comparison on the Dimension Reduction Techniques using Markov Chain Quasi-Monte Carlo …
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253 Option Pricing and a Comparison on the Dimension Reduction Techniques using Markov Chain Quasi-Monte Carlo under Random Sobol Sequences
International Journal of Economy, Management and Social Sciences Vol(4), No (3), March, 2015.
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8/20/2019 Option Pricing and a Comparison on the Dimension Reduction Techniques using Markov Chain Quasi-Monte Carlo …
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254Kianoush Fathi Vajargah *
International Journal of Economy, Management and Social Sciences Vol(4), No (3), March, 2015.
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8/20/2019 Option Pricing and a Comparison on the Dimension Reduction Techniques using Markov Chain Quasi-Monte Carlo …
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255 Option Pricing and a Comparison on the Dimension Reduction Techniques using Markov Chain Quasi-Monte Carlo under Random Sobol Sequences
International Journal of Economy, Management and Social Sciences Vol(4), No (3), March, 2015.
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8/20/2019 Option Pricing and a Comparison on the Dimension Reduction Techniques using Markov Chain Quasi-Monte Carlo …
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256Kianoush Fathi Vajargah *
International Journal of Economy, Management and Social Sciences Vol(4), No (3), March, 2015.