Baldeaux, Jan; Chan, Leung Lung; Platen, Eckhard Quasi-Monte Carlo methods for derivatives on realised variance of an index under the benchmark approach. (English) Zbl 1386.91157 ANZIAM J. 52C, Proc. 2010, C727-C741 (2010). MSC: 91G60 65C05 91G20 PDF BibTeX XML Cite \textit{J. Baldeaux} et al., ANZIAM J. 52C, C727--C741 (2010; Zbl 1386.91157) Full Text: DOI
Baldeaux, Jan Quasi-Monte Carlo for finance beyond Black-Scholes. (English) Zbl 1360.91149 ANZIAM J. 50C(2008-2009), Proc. 2008, C884-C897 (2009). MSC: 91G60 65C05 91G20 PDF BibTeX XML Cite \textit{J. Baldeaux}, ANZIAM J. 50C, C884--C897 (2009; Zbl 1360.91149) Full Text: DOI