
Evaluation of the value of a structured financial product using the quasi-Monte Carlo method
Author(s) -
Zh.G. Banzarov
Publication year - 2020
Language(s) - English
DOI - 10.18411/lj-06-2020-109
Subject(s) - monte carlo method , value (mathematics) , product (mathematics) , econometrics , computer science , mathematics , statistics , geometry