BIBLIOGRAFIA

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[11] NIEDERREITER H., Random Number Generation and QMC Methods, CBMSNSF, Vol. 63, Philadelphia: SIAM, 1992.

[12] PIANCA P., Numerical approximations to standard Gaussian density applications to options pricing, Atti giornata di studio Metodi numerici per la finanza, Venezia 7 maggio 1999.

[13] PRESS W., TEUKOLSKY S., VETTERLING T., FLANNERY B.P., Numerical Recipes in Fortran: The Art of Scientific Computation, 2nd edition. Cambridge University Press, Cambridge, 1992.

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Di R. Casarin & M. Gobbo

 

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