The following pages link to (Q4781780):
Displaying 18 items.
- Quasi-Monte Carlo methods for elliptic PDEs with random coefficients and applications (Q544544) (← links)
- Implementing quasi-Monte Carlo simulations with linear transformations (Q545523) (← links)
- Quasi-Monte Carlo methods for Markov chains with continuous multi-dimensional state space (Q622180) (← links)
- Comparison of randomization techniques for low-discrepancy sequences in finance (Q867694) (← links)
- Quasi-Monte Carlo for highly structured generalised response models (Q931378) (← links)
- Component-by-component constructions achieve the optimal rate of convergence for multivariate integration in weighted Korobov and Sobolev spaces (Q1401995) (← links)
- Sufficient conditions for fast quasi-Monte Carlo convergence (Q1401997) (← links)
- Some current issues in quasi-Monte Carlo methods (Q1402004) (← links)
- The discrepancy and gain coefficients of scrambled digital nets. (Q1599197) (← links)
- Time series simulation with quasi-Monte-Carlo methods (Q1812108) (← links)
- Quasi-Monte Carlo for finance beyond Black--Scholes (Q2976081) (← links)
- A Randomized Quasi-Monte Carlo Simulation Method for Markov Chains (Q3392222) (← links)
- (Q4283992) (← links)
- Monte Carlo Variance of Scrambled Net Quadrature (Q4377528) (← links)
- Reducing the construction cost of the component-by-component construction of good lattice rules (Q4813619) (← links)
- (Q4856468) (← links)
- A New Quasi-Monte Carlo Technique Based on Nonnegative Least Squares and Approximate Fekete Points (Q5371801) (← links)
- Quasi-Probability: Why quasi-Monte-Carlo methods are statistically valid and how their errors can be estimated statistically (Q5697605) (← links)
