Giray Ökten, Bruno Tuffin, Vadim Burago. A central limit theorem and improved error bounds for a hybrid-Monte Carlo sequence with applications in computational finance. J. Complexity, 22(4):435-458, 2006. [doi]
@article{OktenTB06,
title = {A central limit theorem and improved error bounds for a hybrid-Monte Carlo sequence with applications in computational finance},
author = {Giray Ökten and Bruno Tuffin and Vadim Burago},
year = {2006},
doi = {10.1016/j.jco.2006.03.003},
url = {http://dx.doi.org/10.1016/j.jco.2006.03.003},
researchr = {https://researchr.org/publication/OktenTB06},
cites = {0},
citedby = {0},
journal = {J. Complexity},
volume = {22},
number = {4},
pages = {435-458},
}