Applications of randomized low discrepancy sequences to the valuation of complex securities

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Alternative sampling methods for estimating multivariate normal probabilities (2003, methodology): “Some published work employing quasi-Monte Carlo exists in the ÿeld of ÿnancial econometrics; we refer to Boyle et al. (1997), who use deterministic, and Tan and Boyle (2000), who employ randomized quasi-Monte Carlo samples.”