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

Chengfeng Weng, Xiaoqun Wang, Zhijian He (2016)

Details and statistics

DOI: 10.1016/J.EJOR.2016.03.034

access: closed

type: Journal Article

metadata version: 2020-02-21

a service of  Schloss Dagstuhl - Leibniz Center for Informatics