Xuefeng Jiang, John R. Birge. Quasi-monte carlo simulation in a LIBOR market model. In Proceedings of the 37th Winter Simulation Conference, Orlando, FL, USA, December 4-7, 2005. pages 7, ACM, 2005. [doi]
@inproceedings{JiangB05:2,
title = {Quasi-monte carlo simulation in a LIBOR market model},
author = {Xuefeng Jiang and John R. Birge},
year = {2005},
doi = {10.1145/1162708.1163145},
url = {http://doi.acm.org/10.1145/1162708.1163145},
researchr = {https://researchr.org/publication/JiangB05%3A2},
cites = {0},
citedby = {0},
pages = {7},
booktitle = {Proceedings of the 37th Winter Simulation Conference, Orlando, FL, USA, December 4-7, 2005},
publisher = {ACM},
isbn = {0-7803-9519-0},
}