A computable figure of merit for quasi-Monte Carlo point sets (Q5401700)
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scientific article; zbMATH DE number 6268303
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| English | A computable figure of merit for quasi-Monte Carlo point sets |
scientific article; zbMATH DE number 6268303 |
Statements
A computable figure of merit for quasi-Monte Carlo point sets (English)
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12 March 2014
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quasi-Monte Carlo
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numerical integration
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digital nets
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low discrepancy sequences
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Walsh functions
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figure of merit
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WAFOM
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computational finance
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0.926785945892334
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0.8902217149734497
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0.885977566242218
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0.8556349873542786
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0.8458024859428406
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