On the tractability of the Brownian bridge algorithm (Q652449): Difference between revisions

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Latest revision as of 18:30, 4 July 2024

scientific article
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On the tractability of the Brownian bridge algorithm
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    On the tractability of the Brownian bridge algorithm (English)
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    14 December 2011
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    quasi-Monte Carlo methods
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    Koksma-Hlawka inequality
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    algorithms
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    Brownian bridge
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    financial applications
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