Variance reduction of Monte Carlo and randomized quasi-Monte Carlo estimators for stochastic volatility models in finance.

Hatem Ben Ameur Pierre L'Ecuyer Christiane Lemieux Variance reduction of Monte Carlo and randomized quasi-Monte Carlo estimators for stochastic volatility models in finance. 336-343 1999 Winter Simulation Conference http://portal.acm.org/citation.cfm?id=324138.324237 db/conf/wsc/wsc1999-1.html#AmeurLL99