"An auto-realignment method in quasi-Monte Carlo for pricing financial ..."

Chengfeng Weng, Xiaoqun Wang, Zhijian He (2016)

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DOI: 10.1016/J.EJOR.2016.03.034

access: closed

type: Journal Article

metadata version: 2020-02-21

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Chengfeng Weng, Xiaoqun Wang, Zhijian He:
An auto-realignment method in quasi-Monte Carlo for pricing financial derivatives with jump structures. Eur. J. Oper. Res. 254(1): 304-311 (2016)

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