标题: How do path generation methods affect the accuracy of quasi-Monte Carlo methods for problems in finance?
作者: Wang Xiaoqun; Tan Ken Seng
来源出版物: JOURNAL OF COMPLEXITY  卷: 28   期: 2   页: 250-277   DOI: 10.1016/j.jco.2011.10.011   出版年: APR 2012
地址：http://apps.webofknowledge.com/f ... 2a@KGD&page=1&doc=1


标题: ENHANCING QUASI-MONTE CARLO METHODS BY EXPLOITING ADDITIVE APPROXIMATION FOR PROBLEMS IN FINANCE
作者: Wang Xiaoqun
来源出版物: SIAM JOURNAL ON SCIENTIFIC COMPUTING  卷: 34   期: 1   页: A283-A308   DOI: 10.1137/100814597   出版年: 2012 被引频次: 0 (来自所有数据库)
地址：http://apps.webofknowledge.com/f ... a@KGD&page=2&doc=11


标题: An Extended Macro-Finance Model with Financial Factors
作者: Dewachter Hans; Iania Leonardo
来源出版物: JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS  卷: 46   期: 6   页: 1893-1916   DOI: 10.1017/S0022109011000469   出版年: DEC 2011 被引频次: 0 (来自所有数据库)
地址：http://apps.webofknowledge.com/f ... a@KGD&page=2&doc=13