Junichi Imai, Ken Seng Tan. Derivatives and credit risk: enhanced quasi-monte carlo methods with dimension reduction. In Jane L. Snowdon, John M. Charnes, editors, Proceedings of the 34th Winter Simulation Conference: Exploring New Frontiers, San Diego, California, USA, December 8-11, 2002. pages 1502-1510, ACM, 2002. [doi]
Abstract is missing.