Giles, M., Higham, D., & Mao, X. (2009). Analysing multi-level Monte Carlo for options with non-globally Lipschitz payoff.
Lua i Stíl Chicago (17ú heag.)Giles, M., D. Higham, agus X. Mao. Analysing Multi-level Monte Carlo for Options with Non-globally Lipschitz Payoff. 2009.
Lua MLA (9ú heag.)Giles, M., et al. Analysing Multi-level Monte Carlo for Options with Non-globally Lipschitz Payoff. 2009.
Rabhadh: Seans nach mbeach na luanna seo go hiomlán cruinn i ngach uile chás.