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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A computable figure of merit for quasi-Monte Carlo point sets
scientific article; zbMATH DE number 6268303

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    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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