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20112025
most citedConditional sampling for barrier option pricing under the LT method

24 citations · 63 across the 7 of their papers we have counts for

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math.NA2017

The analysis of vertex modified lattice rules in a non-periodic Sobolev space

Dirk Nuyens, Ronald Cools

In a series of papers, in 1993, 1994 & 1996, Sloan & Niederreiter introduced a modification of lattice rules for non-periodic functions, called "vertex modified lattice rules"', an…