Good Path Generation Methods in Quasi-Monte Carlo for...

Good Path Generation Methods in Quasi-Monte Carlo for Pricing Financial Derivatives

He, Zhijian, Wang, Xiaoqun
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Volume:
36
Language:
english
Journal:
SIAM Journal on Scientific Computing
DOI:
10.1137/13091556x
Date:
January, 2014
File:
PDF, 593 KB
english, 2014
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