"A central limit theorem and improved error bounds for a hybrid-Monte Carlo ..."

Giray Ökten, Bruno Tuffin, Vadim Burago (2006)

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DOI: 10.1016/J.JCO.2006.03.003

access: open

type: Journal Article

metadata version: 2021-02-16

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Giray Ökten, Bruno Tuffin, Vadim Burago:
A central limit theorem and improved error bounds for a hybrid-Monte Carlo sequence with applications in computational finance. J. Complex. 22(4): 435-458 (2006)

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