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ZHIJIAN HE, XIAOQUN WANG, ON THE CONVERGENCE RATE OF RANDOMIZED QUASI-MONTE CARLO FOR DISCONTINUOUS FUNCTIONS, SIAM Journal on Numerical Analysis, Vol. 53, No. 5 (2015), pp. 2488-2503 ...
Xiaoqun Wang, Ken Seng Tan, Pricing and Hedging with Discontinuous Functions: Quasi—Monte Carlo Methods and Dimension Reduction, Management Science, Vol. 59, No. 2 (February 2013), pp. 376-389 ...
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