A combined Monte Carlo and quasi-Monte Carlo method with applications to option pricing.
Roşca, Natalia C.
Acta Universitatis Apulensis. Mathematics - Informatics, Tome 18 (2009), p. 217-235 / Harvested from The Electronic Library of Mathematics
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Publié le : 2009-01-01
EUDML-ID : urn:eudml:doc:224362 
@article{05703621,
     title = {A combined Monte Carlo and quasi-Monte Carlo method with applications to option pricing.},
     journal = {Acta Universitatis Apulensis. Mathematics - Informatics},
     volume = {18},
     year = {2009},
     pages = {217-235},
     zbl = {1212.91123},
     language = {en},
     url = {http://dml.mathdoc.fr/item/05703621}
}

Roşca, Natalia C. A combined Monte Carlo and quasi-Monte Carlo method with applications to option pricing.. Acta Universitatis Apulensis. Mathematics - Informatics, Tome 18 (2009) pp. 217-235. http://gdmltest.u-ga.fr/item/05703621/