scientific article; zbMATH DE number 1790429

zbMath1012.11068MaRDI QIDQ4549494

Shu Tezuka

Publication date: 16 June 2003

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

surveynumerical integrationbibliographyquasi-Monte Carlo methodscomputational finance

Mathematics Subject Classification ID

Numerical methods (including Monte Carlo methods) (91G60) Monte Carlo methods (65C05) Research exposition (monographs, survey articles) pertaining to number theory (11-02) Research exposition (monographs, survey articles) pertaining to numerical analysis (65-02) Numerical integration (65D30) Pseudo-random numbers; Monte Carlo methods (11K45)

Related Items (5)

\(I\)-binomial scrambling of digital nets and sequences ⋮ Exact cubature for a class of functions of maximum effective dimension ⋮ Some current issues in quasi-Monte Carlo methods ⋮ Multivariate integration in weighted Hilbert spaces based on Walsh functions and weighted Sobolev spaces ⋮ On the necessity of low-effective dimension

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