COMPUTING
2002
13 years 4 months ago
2002
It has been observed by E. Eberlein and U. Keller that the hyperbolic distribution fits logarithmic rates of returns of a stock much better than the normal distribution. We give a...
ISPA
2004
Springer
13 years 10 months ago
2004
Springer
The Monte Carlo (MC) method is a simple but effective way to perform simulations involving complicated or multivariate functions. The QuasiMonte Carlo (QMC) method is similar but...