scientific article; zbMATH DE number 1827977

zbMath1007.65003MaRDI QIDQ4781780

Hee Sun Hong, Fred J. Hickernell

Publication date: 13 November 2002

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

zbMATH Keywords

Monte Carlo methodsquasi-Monte Carlo methodsrandomizationsfinance problems

Mathematics Subject Classification ID

Numerical methods (including Monte Carlo methods) (91G60) Monte Carlo methods (65C05)

Related Items

Reducing the construction cost of the component-by-component construction of good lattice rules ⋮ Component-by-component constructions achieve the optimal rate of convergence for multivariate integration in weighted Korobov and Sobolev spaces ⋮ Quasi-Monte Carlo for highly structured generalised response models ⋮ Quasi-Monte Carlo methods for elliptic PDEs with random coefficients and applications ⋮ The discrepancy and gain coefficients of scrambled digital nets.

Uses Software

• Algorithm 823