Implementing quasi-Monte Carlo simulations with linear transformations (Q545523): Difference between revisions

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+On the discretization schemes for the CIR (and Bessel squared) processes
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+An adaptive Monte Carlo algorithm for computing mixed logit estimators
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+Implementation and tests of low-discrepancy sequences
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+Q4433608
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+Q5689624
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+A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options
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+Q4453513
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+Q4229805
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+On the \(L_2\)-discrepancy for anchored boxes
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+Quasi-Monte Carlo integration
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+Q4003879
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+Latin supercube sampling for very high-dimensional simulations
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+The Brownian bridge does not offer a consistent advantage in quasi-Monte Carlo integration
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+Efficient quasi-Monte simulations for pricing high-dimensional path-dependent options
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+Q4159741
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+Large Sample Properties of Simulations Using Latin Hypercube Sampling
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+Estimation of multidimensional integrals: is Monte Carlo the best method?
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+The effective dimension and quasi-Monte Carlo integration
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