A short introduction to quasi-Monte Carlo option pricing

Chapters in this book

1. Frontmatter i
2. Preface v
3. Contents vii
4. Metric number theory, lacunary series and systems of dilated functions 1
5. Strong uniformity 17
6. Discrepancy theory and harmonic analysis 45
7. Explicit constructions of point sets and sequences with low discrepancy 63
8. Subsequences of automatic sequences and uniform distribution 87
9. On Atanassov’s methods for discrepancy bounds of low-discrepancy sequences 105
10. The hybrid spectral test: a unifying concept 127
11. Tractability of multivariate analytic problems 147
12. Discrepancy estimates for sequences: new results and open problems 171
13. A short introduction to quasi-Monte Carlo option pricing 191
14. The construction of good lattice rules and polynomial lattice rules 223
15. Index 257
16. Backmatter 259