Randomized quasi-Monte Carlo: an introduction for practitioners (Q1722506)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Randomized quasi-Monte Carlo: an introduction for practitioners |
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Randomized quasi-Monte Carlo: an introduction for practitioners (English)
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18 February 2019
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QMC
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variance reduction
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multivariate integration
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stochastic simulation
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simulation in finance
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array-RQMC
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