A combined Monte Carlo and quasi-Monte Carlo method with applications to option pricing. Roşca, Natalia C. — 2009 Acta Universitatis Apulensis. Mathematics - Informatics
Applications of simulation methods to barrier options driven by Lévy processes. Roşca, Alin V.; Roşca, Natalia C. — 2010 Acta Universitatis Apulensis. Mathematics - Informatics