@inProceedings{Baldeaux2011,
author = "J. Baldeaux
 and L. Chan
 and E. Platen",
title = "Quasi-Monte Carlo methods for derivatives on realised variance of an index under the benchmark approach",
series = "ANZIAM J.",
volume = "52",
pages = "C727--C741",
year = 2011,
booktitle = "Proceedings of the 15th Biennial Computational Techniques and Applications Conference, CTAC-2010",
editor = "W. McLean  and A. J. Roberts",
month = aug,
note = "\url {http://anziamj.austms.org.au/ojs/index.php/ANZIAMJ/article/view/3946} [August 29, 2011]",
keywords = "quasi-Monte Carlo methods, mathematical finance, benchmark approach",
subjclass = "65C20",
}