Quasi-Monte Carlo Methods in Financial Engineering: An Equivalence Principle and Dimension Reduction
Published Online:7 Dec 2010https://doi.org/10.1287/opre.1100.0853
Supplemental Material
opre.1100.0853-sm-ec.pdf (310 KB)
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Volume 59, Issue 1
January-February 2011
Pages iii-266
Article Information
Supplemental Material
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Information
- Received:October 01, 2008
- Accepted:February 01, 2010
- Published Online:December 07, 2010
Copyright © 2011, INFORMS
Cite as
Xiaoqun Wang, Ian H. Sloan, (2010) Quasi-Monte Carlo Methods in Financial Engineering: An Equivalence Principle and Dimension Reduction. Operations Research 59(1):80-95.
https://doi.org/10.1287/opre.1100.0853
Keywords
