Frequently Asked Questions In Quantitative Finance

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Chapter 2: FAQs 229

Sobol’, IM 1967 On the distribution of points in cube and the
approximate evaluation of integrals.USSR Comp. Maths and
Math. Phys. 7 86–112


Traub, JF & Wozniakowski, H 1994 Breaking intractability.
Scientific AmericanJan 102–107


Wilmott, P 2006Paul Wilmott On Quantitative Finance, second
edition. John Wiley & Sons

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