Dimension Reduction Techniques in Quasi-Monte Carlo Methods for Option Pricing
| Year of publication: |
2009
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|---|---|
| Authors: | Wang, Xiaoqun |
| Published in: |
INFORMS journal on computing : JOC. - Linthicum, Md : INFORMS, ISSN 0899-1499, ZDB-ID 13160771. - Vol. 21.2009, 3, p. 488-504
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