Latin hypercube sampling with dependence and applications in finance
| Year of publication: |
2010
|
|---|---|
| Authors: | Packham, Natalie ; Schmidt, Wolfgang M |
| Published in: |
The journal of computational finance. - London : Incisive Media, ISSN 1460-1559, ZDB-ID 1433009x. - Vol. 13.2010, 3, p. 81-81
|