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Improved Halton sequences and discrepancy bounds - MaRDI portal

Improved Halton sequences and discrepancy bounds (Q3068180)

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scientific article
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English
Improved Halton sequences and discrepancy bounds
scientific article

    Statements

    title
    Improved Halton sequences and discrepancy bounds (English)
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    author
    Henri Faure
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    Christiane Lemieux
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    publication date
    13 January 2011
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    zbMATH Keywords
    low discrepancy sequences
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    quasi-Monte Carlo methods
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    computational finance
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    Identifiers

    DOI
    10.1515/MCMA.2010.008
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    Mathematics Subject Classification ID
    65C05
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    11K38
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    65C10
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    91G60
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    zbMATH DE Number
    5836197
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