Kainhofer, Reinhold; Tichy, Robert F. QMC methods for the solution of differential equations with multiple delayed arguments. (English) Zbl 1037.65004 Grazer Math. Ber. 345, 111-129 (2002). Reviewer: Michael Junk (Saarbrücken) MSC: 65C05 65L06 34K28 65L20 PDFBibTeX XMLCite \textit{R. Kainhofer} and \textit{R. F. Tichy}, Grazer Math. Ber. 345, 111--129 (2002; Zbl 1037.65004)
Albrecher, Hansjörg; Kainhofer, Reinhold; Tichy, Robert F. Efficient simulation techniques for a generalized ruin model. (English) Zbl 1053.91065 Grazer Math. Ber. 345, 79-110 (2002). MSC: 91B30 62P05 PDFBibTeX XMLCite \textit{H. Albrecher} et al., Grazer Math. Ber. 345, 79--110 (2002; Zbl 1053.91065)
Hatzl, Johannes Value at risk. A mathematical survey and simulation methods. (English) Zbl 1053.91060 Grazer Math. Ber. 345, 59-78 (2002). MSC: 91G60 65C05 PDFBibTeX XMLCite \textit{J. Hatzl}, Grazer Math. Ber. 345, 59--78 (2002; Zbl 1053.91060)
Albrecher, Hansjörg; Predota, Martin Bounds and approximations for discrete Asian options in a variance-gamma model. (English) Zbl 1053.91056 Grazer Math. Ber. 345, 35-57 (2002). MSC: 91B28 60G99 PDFBibTeX XMLCite \textit{H. Albrecher} and \textit{M. Predota}, Grazer Math. Ber. 345, 35--57 (2002; Zbl 1053.91056)
Hartinger, Jürgen; Predota, Martin Pricing Asian options in the hyperbolic model: A fast quasi-Monte Carlo approach. (English) Zbl 1053.91059 Grazer Math. Ber. 345, 1-33 (2002). MSC: 91G60 91G20 65C05 PDFBibTeX XMLCite \textit{J. Hartinger} and \textit{M. Predota}, Grazer Math. Ber. 345, 1--33 (2002; Zbl 1053.91059)
Tichy, Robert (ed.) Quasi-Monte Carlo methods in finance and insurance. (English) Zbl 1006.00021 Grazer Math. Ber. 345, v, 129 p. (2002). MSC: 00B25 91-06 65-06 60-06 PDFBibTeX XMLCite \textit{R. Tichy} (ed.), Grazer Math. Ber. 345, v, 129~p. (2002; Zbl 1006.00021)