Pricing and Hedging with Discontinuous Functions: Quasi-Monte Carlo Methods and Dimension Reduction
| Year of publication: |
2013
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|---|---|
| Authors: | Wang, Xiaoqun ; Tan, Ken Seng |
| Published in: |
Management science : journal of the Institute for Operations Research and the Management Sciences. - Hanover, Md : INFORMS, ISSN 0025-1909, ZDB-ID 2063451. - Vol. 59.2013, 2, p. 376-389
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