1. Acworth, P., Broadie, M., & Glasserman, P. (1998). A comparison of some Monte Carlo and quasi Monte Carlo techniques for option pricing. In H. Niederreiter et al. (Eds.), Monte Carlo and quasi-Monte Carlo methods 1996 (pp. 1–18). New York: Springer.
2. Atanassov, E. I. (2004). On the discrepancy of the Halton sequences. Mathematica Balkanica, 18, 15–32.
3. Birge, J. R. (1994). Quasi-Monte Carlo approaches to option pricing. Technical Report 94–19, Department of Industrial and Operations Engineering, University of Michigan, Ann Arbor, MI.
4. Box, G. E. P., & Muller, M. E. (1958). A note on the generation of random normal deviates. Annals of Mathematical Statistics, 29, 610–611.
5. Boyle, P. P. (1977). Options: A Monte Carlo approach. Journal of Financial Economics, 4, 323–338.