Financial Applications of Quasi-Monte Carlo Methods

  • Shu Tezuka
Part of the Mathematics for Industry book series (MFI, volume 5)


This article overviews major developments in the last two decades on the applications of quasi-Monte Carlo methods to financial computations.


Finance Low-discrepancy sequences Quasi-Monte Carlo methods 


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Copyright information

© Springer Japan 2014

Authors and Affiliations

  1. 1.Institute of Mathematics for IndustryKyushu UniversityNishikuJapan

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