Stochastic methods for multiple integrals over unbounded regions
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DOI: 10.1016/S0378-4754(98)00105-0
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- Corwin Joy & Phelim P. Boyle & Ken Seng Tan, 1996. "Quasi-Monte Carlo Methods in Numerical Finance," Management Science, INFORMS, vol. 42(6), pages 926-938, June.
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Keywords
Numerical integration; Monte Carlo; Unbounded; Multiple integrals;All these keywords.
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