AN ADAPTIVE METHOD FOR EVALUATING MULTIDIMENSIONAL CONTINGENT CLAIMS: PART I (Q5696855): Difference between revisions

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+An adaptive algorithm for the approximate calculation of multiple integrals
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+Estimating Security Price Derivatives Using Simulation
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+On the Lambert \(w\) function
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+Applications of Malliavin calculus to Monte-Carlo methods in finance. II
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+Asymptotically Optimal Importance Sampling and Stratification for Pricing Path-Dependent Options
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+Computational investigations of low-discrepancy sequences
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+Error reduction techniques in quasi-Monte Carlo integration.
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+Latin supercube sampling for very high-dimensional simulations
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+https://doi.org/10.1142/s0219024903001931
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+W4239021355
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