"Pricing and Hedging with Discontinuous Functions: Quasi-Monte Carlo ..."

Xiaoqun Wang, Ken Seng Tan (2013)

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DOI: 10.1287/MNSC.1120.1568

access: closed

type: Journal Article

metadata version: 2020-06-30

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Xiaoqun Wang, Ken Seng Tan:
Pricing and Hedging with Discontinuous Functions: Quasi-Monte Carlo Methods and Dimension Reduction. Manag. Sci. 59(2): 376-389 (2013)

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