Next: About this document ...
Up: Discrepancy and Discrepancies in
Previous: Bibliography
Contents
- Ahn, Dong-Hyun
- Interest Rate Models
- American Academy of Actuaries
- Insurance Applications
- Bachelier,Louis
- Option Pricing
- Banz, Rolf
- Interest Rate Models
- Beaglehole, David
- Interest Rate Models
- Black, Fischer
- Option Pricing
- Black-Scholes
- Koksma's Inequality
- Bones, A. James
- Koksma's Inequality
| Variation
| Carothers
- Boness, A. James
- Option Pricing
| Koksma Inequality
- Boyle, Phelim
- Insurance Applications
| Quasi-Random Monte Carlo
| Boyle
- Monte Carlo Introduction
- Monte Carlo in Finance
- Breeden, Douglas
- Interest Rate Models
- Brender, Allan
- Insurance Applications
| Brender
- Broadie, Mark
- Quasi-Random Monte Carlo
| Broadie
- Brown, Robert
- Insurance Applications
| Brown
- Canadian Institute of Actuaries
- Insurance Applications
- Carothers, Neal
- Carothers
- Chen, Lin
- Interest Rate Models
| Interest Rate Models
- Chen, Ren-Raw
- Interest Rate Models
- Constantinides, George
- Interest Rate Models
- Cox, John
- Interest Rate Models
- Craighead, Steven
- Interest Rate Models
| Insurance Applications
| Craighead
- Davlin, Michael
- Option Pricing
- Discrepancy
- definition
- Discrepancy
- informal definition
- Discrepancy
- star
- Discrepancy
- Dittmar, Robert F.
- Interest Rate Models
- Duffie, Darrell
- Interest Rate Models
- Affine Model
- Interest Rate Models
- Embrechts, Paul
- Insurance Applications
- Eterovic, Adrian
- Interest Rate Models
- Fitton, Peter
- Insurance Applications
- Gallant, A. Ronald
- Interest Rate Models
- Garman, Mark
- Option Pricing
| Interest Rate Models
- Groover, Donald
- Interest Rate Models
| Interest Rate Models
- Hakansson, Nils
- Interest Rate Models
- Hancock, Geoffrey
- Insurance Applications
| Hancock
- Hardy, Mary
- Insurance Applications
| Hardy
- Regime Switching
- Insurance Applications
- Heath, David
- Interest Rate Models
- Ho, Tom
- Interest Rate Models
- Hull, John
- Interest Rate Models
- Ingersoll, Jonathon
- Interest Rate Models
- Jamshidian, Farshid
- Interest Rate Models
| Interest Rate Models
- Jarrow, Robert
- Interest Rate Models
- John, Cox
- Option Pricing
- Justin, Bobo
- Tenney
- Kan, Rui
- Affine Model
- Interest Rate Models
- Koksma
- Inequalilty
- CTE for segregated fund
- Inequality
- With Simulation Any Method
- Koksma-Hlawka
- Inequality
- Discrepancy has no relation
| Better error bounds than
| Better methods than low
| With Simulation Any Method
| CTE for segregated fund
- Kruizenga, Richard
- Option Pricing
- Langetieg, Clarence
- Ho and Lee
- Interest Rate Models
- Hull and White
- Interest Rate Models
- Multifactor Interest Rate Models
- Interest Rate Models
- Lee, S.
- Interest Rate Models
- Leippold, Markus
- Interest Rate Models
- Litzenberger, Robert H.
- Interest Rate Models
- Longstaff, Francis
- Interest Rate Models
| Interest Rate Models
- Lucas, Robert E.
- Interest Rate Models
- Manistre, John
- Interest Rate Models
| Insurance Applications
- McKean, Henry
- Option Pricing
| Interest Rate Models
- Merton, Robert C.
- Option Pricing
- Miller, Merton
- Interest Rate Models
- Milne, Frank
- Interest Rate Models
- Morton, Andrew
- Interest Rate Models
- Niederreiter
- one dimension
- Koksma Inequality
- Niederreiter, Harald
- Niederreiter
- Pan, Jun
- Interest Rate Models
- Panjer, Harry
- Insurance Applications
| Panjer
- Papageorgiou, Anargyros
- Quasi-Random Monte Carlo
| Papageorgiou
- Paskov, Joseph
- Quasi-Random Monte Carlo
- Quadratic model
- Interest Rate Models
- Richard, Scott
- Option Pricing
| Interest Rate Models
- Ross, Stephen
- Option Pricing
| Interest Rate Models
- Samuelson, Paul
- Option Pricing
- Scholes, Myron
- Option Pricing
- Schwartz, Eduardo
- Interest Rate Models
- Scott, Louis
- Interest Rate Models
- Shiu, Elias
- Elias Shiu
- Singleton, Kenneth
- Interest Rate Models
- Sprenkle, Case
- Option Pricing
| Koksma Inequality
- Tan, Ken Seng
- Quasi-Random Monte Carlo
| Ken Seng Tan
- Tenney, Leon
- Tenney
- title
- Discrepancy and Discrepancies in
- Traub, Joseph
- Traub
- Turnbull, Stuart M.
- Interest Rate Models
- Vasicek, Oldrich
- Interest Rate Models
| Interest Rate Models
- White, Alan
- Interest Rate Models
- Wu, Lauren
- Interest Rate Models
Owner
2005-08-14