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Shahabuddin , Asymptotically optimal importance sampling and stratification for pricing path-dependent options , Math. CrossrefISIGoogle Scholar25. CrossrefISIGoogle Scholar47.  
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On this page you find general information about the project, the individual project parts, the people involved, the outcomes of the research, the ideas and open problems on which we are working.

learn this here now Harald Niederreiter

Peter Hellekalek,

discover this Gerhard Larcher,

Peter Zinterhof

Book Title: Monte Carlo and Quasi-Monte Carlo Methods 1996Book Subtitle: Proceedings of a continue reading this at the University of Salzburg, Austria, July 9-12, 1996Editors: Harald Niederreiter, Peter Hellekalek, Gerhard Larcher, Peter ZinterhofSeries Title:

Lecture Notes in Statistics
DOI: https://doi. .