Introduction to quasi-Monte Carlo integration and applications (Q5414722)
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scientific article; zbMATH DE number 6292877
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| English | Introduction to quasi-Monte Carlo integration and applications |
scientific article; zbMATH DE number 6292877 |
Statements
Introduction to Quasi-Monte Carlo Integration and Applications (English)
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7 May 2014
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Halton point set
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Koksma-Hlawka inequality
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Korobov space
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textbook
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quasi-Monte Carlo methods
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multidimensional numerical integration
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Monte Carlo integration
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component-by-component algorithm
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financial mathematics
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options valuating
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stochastic differential equation
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pseudo-random numbers generation
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0.7777864933013916
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0.730671226978302
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