Christian Irrgeher, Gunther Leobacher,
"Fast orthogonal transforms for pricing derivatives with quasi-Monte Carlo"
: Proceedings of the Winter Simulation Conference 2012, 2012
Original Titel:
Fast orthogonal transforms for pricing derivatives with quasi-Monte Carlo
Sprache des Titels:
Englisch
Original Buchtitel:
Proceedings of the Winter Simulation Conference 2012