"How do path generation methods affect the accuracy of quasi-Monte Carlo ..."

Xiaoqun Wang, Ken Seng Tan (2012)

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DOI: 10.1016/J.JCO.2011.10.011

access: open

type: Journal Article

metadata version: 2021-02-16

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Xiaoqun Wang, Ken Seng Tan:
How do path generation methods affect the accuracy of quasi-Monte Carlo methods for problems in finance? J. Complex. 28(2): 250-277 (2012)

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