A CENTRAL LIMIT THEOREM FOR LATIN HYPERCUBE SAMPLING WITH DEPENDENCE AND APPLICATION TO EXOTIC BASKET OPTION PRICING
AISTLEITNER, CHRISTOPH; HOFER, MARKUS; TICHY, ROBERT
- 期刊名称International Journal of Theoretical and Applied Finance
- 作者AISTLEITNER, CHRISTOPH; HOFER, MARKUS; TICHY, ROBERT
- 卷第15卷
- 期第7期
- 印刷ISSN0219-0249
- 电子ISSN1793-6322
- 文件大小259.17KB
- 发表时间2012-11
- DOI10.1142/S021902491250046X