Randomized quasi-Monte Carlo: an introduction for practitioners (Q1722506)
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scientific article; zbMATH DE number 7024255
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| English | Randomized quasi-Monte Carlo: an introduction for practitioners |
scientific article; zbMATH DE number 7024255 |
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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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0.8627005815505981
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0.8574003577232361
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0.8473302125930786
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