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}, }