Comparison of Sobol' sequences in financial applications
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Publication:2417977
DOI10.1515/mcma-2019-2029OpenAlexW2892040579WikidataQ128449877 ScholiaQ128449877MaRDI QIDQ2417977
Publication date: 31 May 2019
Published in: Monte Carlo Methods and Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1809.03122
Monte Carlo methods (65C05) Random number generation in numerical analysis (65C10) Numerical integration (65D30)
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Uses Software
Cites Work
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