American option pricing with randomized quasi-Monte Carlo simulations

Maxime Dion, Pierre L Ecuyer. American option pricing with randomized quasi-Monte Carlo simulations. In Proceedings of the 2010 Winter Simulation Conference, WSC 2010, Baltimore, Maryland, USA, 5-8 December 2010. pages 2705-2720, WSC, 2010. [doi]

Abstract

Abstract is missing.