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[IEEE 2012 Winter Simulation Conference - (WSC 2012) - Berlin, Germany (2012.12.9-2012.12.12)] Proceedings Title: Proceedings of the 2012 Winter Simulation Conference (WSC) - Fast orthogonal transforms for pricing derivatives with quasi-Monte Carlo
Irrgeher, Christian, Leobacher, GuntherYear:
2012
Language:
english
DOI:
10.1109/wsc.2012.6465295
File:
PDF, 264 KB
english, 2012