Generating low-discrepancy sequences from the normal distribution: Box-Muller or inverse transform? (Q552152): Difference between revisions

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+C10
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+5929967
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@@ Property / zbMATH Keywords @@
+quasi-Monte Carlo
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+low-discrepancy sequences
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+box-muller
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+inverse transformation method
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+Randomized quasi-Monte Carlo methods in pricing securities
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+Using Box-Muller with Low Discrepancy Points
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+Publication:552152