Xiaoqun Wang, Ken Seng Tan. How do path generation methods affect the accuracy of quasi-Monte Carlo methods for problems in finance?. J. Complexity, 28(2):250-277, 2012. [doi]
@article{WangT12-19,
title = {How do path generation methods affect the accuracy of quasi-Monte Carlo methods for problems in finance?},
author = {Xiaoqun Wang and Ken Seng Tan},
year = {2012},
doi = {10.1016/j.jco.2011.10.011},
url = {http://dx.doi.org/10.1016/j.jco.2011.10.011},
researchr = {https://researchr.org/publication/WangT12-19},
cites = {0},
citedby = {0},
journal = {J. Complexity},
volume = {28},
number = {2},
pages = {250-277},
}