Eichler, Andreas; Leobacher, Gunther; Zellinger, Heidrun Calibration of financial models using quasi-Monte Carlo. (English) Zbl 1218.91169 Monte Carlo Methods Appl. 17, No. 2, 99-131 (2011). MSC: 91G60 65C05 91G40 PDFBibTeX XMLCite \textit{A. Eichler} et al., Monte Carlo Methods Appl. 17, No. 2, 99--131 (2011; Zbl 1218.91169) Full Text: DOI
Leobacher, G. Stratified sampling and quasi-Monte Carlo simulation of Lévy processes. (English) Zbl 1113.65004 Monte Carlo Methods Appl. 12, No. 3-4, 231-238 (2006). MSC: 65C05 91G60 PDFBibTeX XMLCite \textit{G. Leobacher}, Monte Carlo Methods Appl. 12, No. 3--4, 231--238 (2006; Zbl 1113.65004) Full Text: DOI