Kemal Dinçer Dingeç, Wolfgang Hörmann. Improved monte carlo and quasi-monte carlo methods for the price and the greeks of asian options. In Stephen J. Buckley, John A. Miller, editors, Proceedings of the 2014 Winter Simulation Conference, Savannah, GA, USA, December 7-10, 2014. pages 441-452, IEEE/ACM, 2014. [doi]
@inproceedings{DingecH14,
title = {Improved monte carlo and quasi-monte carlo methods for the price and the greeks of asian options},
author = {Kemal Dinçer Dingeç and Wolfgang Hörmann},
year = {2014},
url = {http://dl.acm.org/citation.cfm?id=2693914},
researchr = {https://researchr.org/publication/DingecH14},
cites = {0},
citedby = {0},
pages = {441-452},
booktitle = {Proceedings of the 2014 Winter Simulation Conference, Savannah, GA, USA, December 7-10, 2014},
editor = {Stephen J. Buckley and John A. Miller},
publisher = {IEEE/ACM},
}