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A smooth estimator for MC/QMC methods in finance:
Han, Chuan-Hsiang
;
Lai, Yongzeng
Mathematics and Computers in Simulation. 81 (2010) 3 - p. 536-550 , 2010
Link:
https://doi.org/10.1016/j.matcom.2010.07.013
RT Journal T1 <Title>A smooth estimator for MC/QMC methods in finance</Title> UL https://suche.suub.uni-bremen.de/peid=cr-10.1016_j.matcom.2010.07.013&Exemplar=1&LAN=DE A1 Han, Chuan-Hsiang A1 Lai, Yongzeng PB Elsevier BV YR 2010 SN 0378-4754 JF Mathematics and Computers in Simulation VO 81 IS 3 SP 536 OP 550 LK http://dx.doi.org/https://doi.org/10.1016/j.matcom.2010.07.013 DO https://doi.org/10.1016/j.matcom.2010.07.013 SF ELIB - SuUB Bremen
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