A CENTRAL LIMIT THEOREM FOR LATIN HYPERCUBE SAMPLING WITH DEPENDENCE AND APPLICATION TO EXOTIC BASKET OPTION PRICING
AISTLEITNER, CHRISTOPH, HOFER, MARKUS, TICHY, ROBERTVolume:
15
Language:
english
Journal:
International Journal of Theoretical and Applied Finance
DOI:
10.1142/S021902491250046X
Date:
November, 2012
File:
PDF, 259 KB
english, 2012