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Sufficient conditions for fast quasi-Monte Carlo convergence - MaRDI portal

Sufficient conditions for fast quasi-Monte Carlo convergence (Q1401997)

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scientific article; zbMATH DE number 1967212
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English
Sufficient conditions for fast quasi-Monte Carlo convergence
scientific article; zbMATH DE number 1967212

    Statements

    Sufficient conditions for fast quasi-Monte Carlo convergence (English)
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    19 August 2003
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    quasi-Monte Carlo integration
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    isotropic problem
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    non-isotropic problem
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    computational finance
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    convergence
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