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Paskov - Quasi- Monte Carlo
Posted: March 14th, 2006, 2:40 pm
by nneronn
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.
Paskov - Quasi- Monte Carlo
Posted: March 14th, 2006, 10:38 pm
by nneronn
Nobody?
Paskov - Quasi- Monte Carlo
Posted: March 15th, 2006, 12:24 pm
by pjakubenas
check google, or go directly to Citeseer
Paskov - Quasi- Monte Carlo
Posted: March 15th, 2006, 12:32 pm
by nneronn
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.
Paskov - Quasi- Monte Carlo
Posted: March 15th, 2006, 1:06 pm
by pjakubenas
Well, these are preprint versions. Or do You need official ones? I wiil be of no help to You here.HTH
Paskov - Quasi- Monte Carlo
Posted: March 15th, 2006, 1:19 pm
by nneronn
Thanks a lot pjakubenas!!!