1. Acworth, P., Broadie M., Glasserman, P.: A comparison of some Monte Carlo and quasi-Monte Carlo techniques for option pricing. In: Hellekallek, P., Niederreiter H. (eds) Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing. Spring-Verlag, pp 1–18, 1997
2. Brown, G., Chandler, G.A., Sloan, I.H., Wilson, D.C.: Properties of certain trigonometric series arising in numerical analysis. J. Math. Anal. Appl. 371–380 (1991)
3. Caflisch, R.E., Morokoff, W., Owen, A.B.: Valuation of Mortgage backed securities using Brownian bridges to reduce effective dimension. J. Comp. Finance 1, 27–46 (1997)
4. Dick, J.: On the convergence order of the component-by-component construction of good lattice rules. J. Complexity 20, 493–522 (2004)
5. Dick, J., Sloan, I.H., Wang, X., Woźniakowski, H.: Liberating the weights. J. Complexity 20, 593–623 (2004)