A critical problem in Finance Engineering is to value the option and other derivatives securities correctly. The Monte Carlo method (MC) is an important one in the computation for the valuation of multiasset European option. But its convergence rate is very slow. So various quasi Monte Carlo methods and there relative parallel computing method are becoming an important approach to the valuing of multi-asset European option. In this paper, we use a number-theoretic method, which is a H-W method, to generate identical distributed point set in order to compute the value of the multi-asset European option. It turns out to be very effective, and the time of computing is greatly shortened. Comparing with other methods, the method computes less points and it is especially suitable for high dimension problem.
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机译：金融工程中的一个关键问题是正确重视选项和其他衍生物证券。 Monte Carlo方法（MC）是计算MultiAset欧洲选项的计算中的重要性。但它的收敛速度非常缓慢。因此，各种准蒙特卡罗方法和相对平行计算方法正在成为多资产欧洲选项重视的重要方法。在本文中，我们使用一个数字定理方法，即H-W方法，生成相同的分布点集，以计算多资产欧洲选项的值。事实证明是非常有效的，计算的时间大大缩短了。与其他方法相比，该方法计算较少的点，特别适用于高尺寸问题。
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