"Pricing Derivative Securities Using Integrated Quasi-Monte Carlo Methods ..."

Junichi Imai, Ken Seng Tan (2014)

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DOI: 10.1137/130926286

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type: Journal Article

metadata version: 2020-07-30

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Junichi Imai, Ken Seng Tan:
Pricing Derivative Securities Using Integrated Quasi-Monte Carlo Methods with Dimension Reduction and Discontinuity Realignment. SIAM J. Sci. Comput. 36(5) (2014)

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