Gunther Leobacher,
"A short introduction to quasi-Monte Carlo option pricing"
, in Peter Kritzer, Harald Niederreiter, Friedrich Pillichshammer and Arne Winterhof: Uniform distribution and quasi-Monte Carlo methods - Discrepancy, Integration and Applications, de Gruyter, Berlin, 2014
Original Titel:
A short introduction to quasi-Monte Carlo option pricing
Sprache des Titels:
Englisch
Original Buchtitel:
Uniform distribution and quasi-Monte Carlo methods - Discrepancy, Integration and Applications