"American option pricing with randomized quasi-Monte Carlo simulations."

Maxime Dion, Pierre L'Ecuyer (2010)

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DOI: 10.1109/WSC.2010.5678966

access: closed

type: Conference or Workshop Paper

metadata version: 2021-10-14

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Maxime Dion, Pierre L'Ecuyer:
American option pricing with randomized quasi-Monte Carlo simulations. WSC 2010: 2705-2720

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