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Paskov - Quasi- Monte Carlo
Does someone have one of this papers:Paskov,S. (1997) New methodologies for valuing derivatives pp.545-582 Mathematics of Derivative Securities, CUP,UKPaskov,S. and Traub, J (1995) Faster valuation of financial derivatives, Journ of Port. Mgmnt 22 113-120Thank you.
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- pjakubenas
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Paskov - Quasi- Monte Carlo
check google, or go directly to Citeseer
Paskov - Quasi- Monte Carlo
Thanks pjakubenas, I tried google and any other sci search I know but the thing is these articles aren't free and my institution is not subscribed for Journ. of Port. Managmnt. I found the first article, but now looking for the second or if someone can suggest good paper explaning quasi-MC for finance application. Any input will be appreciated.
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- pjakubenas
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Paskov - Quasi- Monte Carlo
Well, these are preprint versions. Or do You need official ones? I wiil be of no help to You here.HTH
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PaskovSH TraubJ faster valuation of financial derivatives.zip- (41.01 KiB) Downloaded 71 times
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- PaskovSH new methodologies for valuing derivatives.zip
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Last edited by pjakubenas on March 14th, 2006, 11:00 pm, edited 1 time in total.