"New Brownian bridge construction in quasi-Monte Carlo methods for ..."

Junyi Lin, Xiaoqun Wang (2008)

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DOI: 10.1016/J.JCO.2007.06.001

access: open

type: Journal Article

metadata version: 2021-02-16

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Junyi Lin, Xiaoqun Wang:
New Brownian bridge construction in quasi-Monte Carlo methods for computational finance. J. Complex. 24(2): 109-133 (2008)

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