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"Variance reduction of Monte Carlo and randomized quasi-Monte Carlo ..."

Name: dblp XML data dump
Creator: Schloss Dagstuhl - Leibniz Center for Informatics
Published: 1993
License: https://creativecommons.org/publicdomain/zero/1.0/
Keywords: dblp, XML, computer science, scholarly publications, metadata

Hatem Ben Ameur, Pierre L'Ecuyer, Christiane Lemieux (1999)

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DOI: 10.1109/WSC.1999.823093

access: closed

type: Conference or Workshop Paper

metadata version: 2023-03-24

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  dblp key:
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  persistent URL:
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Hatem Ben Ameur, Pierre L'Ecuyer, Christiane Lemieux:
Variance reduction of Monte Carlo and randomized quasi-Monte Carlo estimators for stochastic volatility models in finance. WSC 1999: 336-343

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