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Enhancing Quasi-Monte Carlo Simulation by Minimizing Effective Dimension for Derivative Pricing

Published Online: 2017-09-04

Published Print: 2019-06

Authors

Xiao, Ye

Wang, Xiaoqun
Funding

Funding for this research was provided by:

The National Science Foundation of China (71471100)
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Text and Data Mining valid from 2017-09-04
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Article History

Accepted: 29 August 2017

First Online: 4 September 2017

Document is current