The following pages link to High dimensional simulation (Q5938380):
Displaying 4 items.
- Random sampling from low-discrepancy sequences: applications to option pricing (Q1876780) (← links)
- On probabilistic results for the discrepancy of a hybrid-Monte Carlo sequence (Q2272146) (← links)
- A central limit theorem and improved error bounds for a hybrid-Monte Carlo sequence with applications in computational finance (Q2507585) (← links)
- High dimensional numerical problems (Q4377209) (← links)