Giles, M., Higham, D., & Mao, X. (2009). Analysing multi-level Monte Carlo for options with non-globally Lipschitz payoff.
Chicagoスタイル(17版)引用形式Giles, M., D. Higham, , X. Mao. Analysing Multi-level Monte Carlo for Options with Non-globally Lipschitz Payoff. 2009.
MLA(9版)引用形式Giles, M., et al. Analysing Multi-level Monte Carlo for Options with Non-globally Lipschitz Payoff. 2009.
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