# Efficient Computation of Option Prices and Greeks by Quasi--Monte Carlo Method with Smoothing and Dimension Reduction

> Research article (SIAM Journal on Scientific Computing, 2017) · cited 20× · AI/ML

**Wikidata**: [openalex:W2603486066](https://www.wikidata.org/wiki/openalex:W2603486066)  
**Source**: https://4ort.xyz/entity/efficient-computation-of-option-prices-and-greeks-by-quasi-monte-carlo-method-with-smoothing-and-dimension-reduction
