Multidimensional Variation for Quasi-Monte Carlo (Q5299711)

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scientific article; zbMATH DE number 6179434
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Multidimensional Variation for Quasi-Monte Carlo
scientific article; zbMATH DE number 6179434

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    Multidimensional Variation for Quasi-Monte Carlo (English)
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    21 June 2013
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    BVHK
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    put option
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    Vitali variation
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    Sobol' extension
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