Rometsch, M. (2008). Quasi-Monte Carlo methods in finance: With application to optimal asset allocation. Diplom.de.
Cita Chicago Style (17a ed.)Rometsch, Mario. Quasi-Monte Carlo Methods in Finance: With Application to Optimal Asset Allocation. Hamburg: Diplom.de, 2008.
Cita MLA (8a ed.)Rometsch, Mario. Quasi-Monte Carlo Methods in Finance: With Application to Optimal Asset Allocation. Diplom.de, 2008.
Precaución: Estas citas no son 100% exactas.