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8/20/2019 Option Pricing and a Comparison on the Dimension Reduction Techniques using Markov Chain Quasi-Monte Carlo … http://slidepdf.com/reader/full/option-pricing-and-a-comparison-on-the-dimension-reduction-techniques-using 1/5 Int. j. econ. manag. soc. sci., Vol(4), No (3), March, 2015. pp. 252-2 TI Journals International Journal of Economy, Management and Social Sciences www.tijournals.com ISSN: 2306-7276 Copyright © 2015. All rights reserved for TI Journals.

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Page 1: Option Pricing and a Comparison on the Dimension Reduction Techniques using Markov Chain Quasi-Monte Carlo under Random Sobol Sequences

8/20/2019 Option Pricing and a Comparison on the Dimension Reduction Techniques using Markov Chain Quasi-Monte Carlo …

http://slidepdf.com/reader/full/option-pricing-and-a-comparison-on-the-dimension-reduction-techniques-using 1/5

Int. j. econ. manag. soc. sci., Vol(4), No (3), March, 2015. pp. 252-2

TI Journals

International Journal of Economy, Management and Social Scienceswww.tijournals.com

ISSN:

2306-7276

Page 2: Option Pricing and a Comparison on the Dimension Reduction Techniques using Markov Chain Quasi-Monte Carlo under Random Sobol Sequences

8/20/2019 Option Pricing and a Comparison on the Dimension Reduction Techniques using Markov Chain Quasi-Monte Carlo …

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253 Option Pricing and a Comparison on the Dimension Reduction Techniques using Markov Chain Quasi-Monte Carlo under Random Sobol Sequences

International Journal of Economy, Management and Social Sciences Vol(4), No (3), March, 2015.

Page 3: Option Pricing and a Comparison on the Dimension Reduction Techniques using Markov Chain Quasi-Monte Carlo under Random Sobol Sequences

8/20/2019 Option Pricing and a Comparison on the Dimension Reduction Techniques using Markov Chain Quasi-Monte Carlo …

http://slidepdf.com/reader/full/option-pricing-and-a-comparison-on-the-dimension-reduction-techniques-using 3/5

254Kianoush Fathi Vajargah *

International Journal of Economy, Management and Social Sciences Vol(4), No (3), March, 2015.

Page 4: Option Pricing and a Comparison on the Dimension Reduction Techniques using Markov Chain Quasi-Monte Carlo under Random Sobol Sequences

8/20/2019 Option Pricing and a Comparison on the Dimension Reduction Techniques using Markov Chain Quasi-Monte Carlo …

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255 Option Pricing and a Comparison on the Dimension Reduction Techniques using Markov Chain Quasi-Monte Carlo under Random Sobol Sequences

International Journal of Economy, Management and Social Sciences Vol(4), No (3), March, 2015.

Page 5: Option Pricing and a Comparison on the Dimension Reduction Techniques using Markov Chain Quasi-Monte Carlo under Random Sobol Sequences

8/20/2019 Option Pricing and a Comparison on the Dimension Reduction Techniques using Markov Chain Quasi-Monte Carlo …

http://slidepdf.com/reader/full/option-pricing-and-a-comparison-on-the-dimension-reduction-techniques-using 5/5

256Kianoush Fathi Vajargah *

International Journal of Economy, Management and Social Sciences Vol(4), No (3), March, 2015.

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