quasi-monte carlo methods in finance

[...]... m ™ it d  „ §   „ ) ¨ ) ¤pw•e ¦… q – j o † „ ™” n i dim 1 0.0 0.2 0.4 0.6 0.8 dim 1 1.0 0.0 0.2 0.4 0.6 0.8 1.0 0.0 0.0 0.2 0.2 0.4 0.6 0.6 dim 2 0.4 dim 2 0.8 0.8 1.0 1.0 Pseudo sequence in 2D Sobol’ sequence in 2D ‡¨ — p i– ¤  §  € ¨ € ¥ %™ wm wS6p™o  ¨ w ™n y p” q ™ rmi vg” q j j ™ m™ ™ —– wp¢o q 8 9) @  §  ¤ ) A€ ¨ @ ¨   £¤ 3¨ ¡ ¨ 2 ™— wp– ™ m 6hd ™ ¤) koj sm i’ – q ” h˜¤fU¥ u– m . protected against unauthorized copying under Title 17, United States Code. ProQuest Information and Learning Company 300 North Zeeb Road P.O. Box 1346 Ann Arbor, MI 48106-1346 by ProQuest Information. 0.4 0.6 0.8 1.0 0.0 0.2 0.4 0.6 0.8 1.0 Pseudo sequence in 2D dim 1 dim 2 0.0 0.2 0.4 0.6 0.8 1.0 0.0 0.2 0.4 0.6 0.8 1.0 Sobol’ sequence in 2D dim 1 dim 2