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"A smooth estimator for MC/QMC methods in finance."

Chuan-Hsiang Han, Yongzeng Lai (2010)

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DOI: 10.1016/J.MATCOM.2010.07.013

access: closed

type: Journal Article

metadata version: 2020-03-04

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Chuan-Hsiang Han, Yongzeng Lai:
A smooth estimator for MC/QMC methods in finance. Math. Comput. Simul. 81(3): 536-550 (2010)

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