Junyi Lin, Xiaoqun Wang. New Brownian bridge construction in quasi-Monte Carlo methods for computational finance. J. Complexity, 24(2):109-133, 2008. [doi]
@article{LinW08:0,
title = {New Brownian bridge construction in quasi-Monte Carlo methods for computational finance},
author = {Junyi Lin and Xiaoqun Wang},
year = {2008},
doi = {10.1016/j.jco.2007.06.001},
url = {http://dx.doi.org/10.1016/j.jco.2007.06.001},
researchr = {https://researchr.org/publication/LinW08%3A0},
cites = {0},
citedby = {0},
journal = {J. Complexity},
volume = {24},
number = {2},
pages = {109-133},
}