"Good Path Generation Methods in Quasi-Monte Carlo for Pricing Financial ..."

Zhijian He, Xiaoqun Wang (2014)

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DOI: 10.1137/13091556X

access: closed

type: Journal Article

metadata version: 2020-07-30

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Zhijian He, Xiaoqun Wang:
Good Path Generation Methods in Quasi-Monte Carlo for Pricing Financial Derivatives. SIAM J. Sci. Comput. 36(2) (2014)

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