A central limit theorem for Latin hypercube sampling with dependence and application to exotic basket option pricing

Research output: Contribution to journalArticleResearchpeer-review

Original languageEnglish
Pages (from-to)1-20
JournalInternational journal of theoretical and applied finance
Volume15
Publication statusPublished - 2012

Fields of Expertise

  • Information, Communication & Computing

Treatment code (Nähere Zuordnung)

  • Application

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