"Fast orthogonal transforms for pricing derivatives with quasi-Monte Carlo."

Christian Irrgeher, Gunther Leobacher (2012)

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DOI: 10.1109/WSC.2012.6465295

access: closed

type: Conference or Workshop Paper

metadata version: 2021-06-10

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  - https://dblp.org/rec/conf/wsc/IrrgeherL12
Christian Irrgeher, Gunther Leobacher:
Fast orthogonal transforms for pricing derivatives with quasi-Monte Carlo. WSC 2012: 35:1-35:14

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