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Optimization of estimates and comparison of their efficiency under stochastic methods and its application in financial models

Corresponding Author : Fathi Vajargah، Kianoush ؛ Writer : Mottaghi Golshan، Hamid ؛ Arjomandfar، Abbas ؛

Journal:Advances in Mathematical Finance and Applications»Summer 2023, Volume 8 - Issue 3 Ranking: الف/ISC (‎15 page(s) - From 935 to 949 )
Keywords:Stochastic Differential Equation random sequence Quasi-random sequence (Quasi) Monte Carlo simulation

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Quasi-random sequenceStochastic Differential Equation(Quasi) Monte Carlo simulation

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