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Number sequences for simulation - MaRDI portal

Number sequences for simulation

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Publication:6665997

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MaRDI QIDQ6665997

Giray Ökten

Publication date: 17 January 2025

zbMATH Keywords

low-discrepancy sequences quasi-Monte Carlo method pseudorandom sequences randomized quasi-Monte Carlo method

Mathematics Subject Classification ID

Numerical integration (65D30) Pseudo-random numbers; Monte Carlo methods (11K45) Financial and insurance mathematics (aspects of mathematics education) (97M30)

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