Giles, M., Higham, D., & Mao, X. (2009). Analysing multi-level Monte Carlo for options with non-globally Lipschitz payoff.
Citación estilo ChicagoGiles, M., D. Higham, and X. Mao. Analysing Multi-level Monte Carlo for Options with Non-globally Lipschitz Payoff. 2009.
Cita MLAGiles, M., et al. Analysing Multi-level Monte Carlo for Options with Non-globally Lipschitz Payoff. 2009.
Warning: These citations may not always be 100% accurate.