Randomized Quasi-Monte Carlo: A Tool for Improving the Efficiency of Simulations in Finance

Christiane Lemieux. Randomized Quasi-Monte Carlo: A Tool for Improving the Efficiency of Simulations in Finance. In Winter Simulation Conference. pages 1565, 2004. [doi]

@inproceedings{Lemieux04,
  title = {Randomized Quasi-Monte Carlo: A Tool for Improving the Efficiency of Simulations in Finance},
  author = {Christiane Lemieux},
  year = {2004},
  url = {http://www.informs-sim.org/wsc04papers/205.pdf},
  researchr = {https://researchr.org/publication/Lemieux04},
  cites = {0},
  citedby = {0},
  pages = {1565},
  booktitle = {Winter Simulation Conference},
}