Xiaoqun Wang, Ken Seng Tan. Pricing and Hedging with Discontinuous Functions: Quasi-Monte Carlo Methods and Dimension Reduction. Management Science, 59(2):376-389, 2013. [doi]
@article{WangT13-5,
title = {Pricing and Hedging with Discontinuous Functions: Quasi-Monte Carlo Methods and Dimension Reduction},
author = {Xiaoqun Wang and Ken Seng Tan},
year = {2013},
doi = {10.1287/mnsc.1120.1568},
url = {http://dx.doi.org/10.1287/mnsc.1120.1568},
researchr = {https://researchr.org/publication/WangT13-5},
cites = {0},
citedby = {0},
journal = {Management Science},
volume = {59},
number = {2},
pages = {376-389},
}