A Coding Theoretic Approach to Building Nets with Well-Equidistributed Projections

DOI10.1007/978-3-540-74496-2_18MaRDI QIDQ3504231zbMATH OpenOpenAlexFDO

Authors Yves Edel, Pierre L'Ecuyer

Publication date 11 June 2008

Published in Monte Carlo and Quasi-Monte Carlo Methods 2006 (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-540-74496-2_18

Mathematics Subject Classification ID

Computational number theory (11Y99) Probabilistic theory: distribution modulo (1); metric theory of algorithms (11K99)

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(2)

• An algorithm to compute the \(t\)-value of a digital net and of its projections
• Quasi-Monte Carlo methods with applications in finance

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