Christiane Lemieux, Pierre L Ecuyer. On the Use of Quasi-Monte Carlo Methods in Computational Finance. In Vassil N. Alexandrov, Jack Dongarra, Benjoe A. Juliano, René S. Renner, Chih Jeng Kenneth Tan, editors, Computational Science - ICCS 2001, International Conference, San Francisco, CA, USA, May 28-30, 2001. Proceedings, Part I. Volume 2073 of Lecture Notes in Computer Science, pages 607-618, Springer, 2001. [doi]
@inproceedings{LemieuxL01,
title = {On the Use of Quasi-Monte Carlo Methods in Computational Finance},
author = {Christiane Lemieux and Pierre L Ecuyer},
year = {2001},
url = {http://link.springer.de/link/service/series/0558/bibs/2073/20730607.htm},
researchr = {https://researchr.org/publication/LemieuxL01},
cites = {0},
citedby = {0},
pages = {607-618},
booktitle = {Computational Science - ICCS 2001, International Conference, San Francisco, CA, USA, May 28-30, 2001. Proceedings, Part I},
editor = {Vassil N. Alexandrov and Jack Dongarra and Benjoe A. Juliano and René S. Renner and Chih Jeng Kenneth Tan},
volume = {2073},
series = {Lecture Notes in Computer Science},
publisher = {Springer},
isbn = {3-540-42232-3},
}