机译:一种集成的准蒙特卡罗方法,用于处理金融工程中不连续性的高维问题
South China Univ Technol Sch Math Guangzhou 510641 Peoples R China;
Tsinghua Univ Dept Math Sci Beijing 100084 Peoples R China;
Simulation; Option pricing; Quasi-Monte Carlo methods; Smoothing; Dimension reduction;