Giles, M., Higham, D., & Mao, X. (2009). Analysing multi-level Monte Carlo for options with non-globally Lipschitz payoff.
Cita Chicago Style (17a ed.)Giles, M., D. Higham, y X. Mao. Analysing Multi-level Monte Carlo for Options with Non-globally Lipschitz Payoff. 2009.
Cita MLA (9a ed.)Giles, M., et al. Analysing Multi-level Monte Carlo for Options with Non-globally Lipschitz Payoff. 2009.
Precaución: Estas citas no son 100% exactas.