Zhijian He, Xiaoqun Wang. Good Path Generation Methods in Quasi-Monte Carlo for Pricing Financial Derivatives. SIAM J. Scientific Computing, 36(2), 2014. [doi]
@article{HeW14-2,
title = {Good Path Generation Methods in Quasi-Monte Carlo for Pricing Financial Derivatives},
author = {Zhijian He and Xiaoqun Wang},
year = {2014},
doi = {10.1137/13091556X},
url = {http://dx.doi.org/10.1137/13091556X},
researchr = {https://researchr.org/publication/HeW14-2},
cites = {0},
citedby = {0},
journal = {SIAM J. Scientific Computing},
volume = {36},
number = {2},
}