"A Parallel Quasi-Monte Carlo Approach to Pricing American Options."

Justin W. L. Wan et al. (2004)

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DOI: —

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type: Conference or Workshop Paper

metadata version: 2006-05-17

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  dblp key:
  - conf/hpcs/WanLKT04
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  persistent URL:
  - https://dblp.org/rec/conf/hpcs/WanLKT04
Justin W. L. Wan, Kevin Lai, Adam W. Kolkiewicz, Ken Seng Tan:
A Parallel Quasi-Monte Carlo Approach to Pricing American Options. HPCS 2004: 27-35

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