Xiaoqun Wang. Enhancing Quasi-Monte Carlo Methods by Exploiting Additive Approximation for Problems in Finance. SIAM J. Scientific Computing, 34(1), 2012. [doi]
@article{Wang12-51,
title = {Enhancing Quasi-Monte Carlo Methods by Exploiting Additive Approximation for Problems in Finance},
author = {Xiaoqun Wang},
year = {2012},
doi = {10.1137/100814597},
url = {http://dx.doi.org/10.1137/100814597},
researchr = {https://researchr.org/publication/Wang12-51},
cites = {0},
citedby = {0},
journal = {SIAM J. Scientific Computing},
volume = {34},
number = {1},
}