Cite
HARVARD Citation
Wan, J. et al. (2006). A parallel quasi-Monte Carlo approach to pricing multidimensional American options. International journal of high performance computing and networking. pp. 321-330. [Online].
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Wan, J. et al. (2006). A parallel quasi-Monte Carlo approach to pricing multidimensional American options. International journal of high performance computing and networking. pp. 321-330. [Online].