Low-discrepancy simulation
From MaRDI portal
Recommendations
Cited in
(18)- Digital nets and sequences constructed over finite rings and their application to quasi-Monte Carlo integration
- Uniform point sets and the collision test
- Comparison of Sobol' sequences in financial applications
- scientific article; zbMATH DE number 1629810 (Why is no real title available?)
- The acceptance-rejection method for low-discrepancy sequences
- Path generation for quasi-Monte Carlo simulation of mortgage-backed securities
- On the use of low discrepancy sequences in Monte Carlo methods
- Monte Carlo and Quasi-Monte Carlo Methods 2004
- Explicit Constructions of Quasi-Monte Carlo Rules for the Numerical Integration of High-Dimensional Periodic Functions
- Fast orthogonal transforms and generation of Brownian paths
- scientific article; zbMATH DE number 1222809 (Why is no real title available?)
- scientific article; zbMATH DE number 1759475 (Why is no real title available?)
- scientific article; zbMATH DE number 1790423 (Why is no real title available?)
- scientific article; zbMATH DE number 1790429 (Why is no real title available?)
- THE EFFECT OF RANDOMIZED LOW DISCREPANCY SEQUENCES IN OPTION PRICING(Special Issue on Theory, Methodology and Applications in Financial Engneering)
- Generating low-discrepancy sequences from the normal distribution: Box-Muller or inverse transform?
- Quasi-Monte Carlo Software
- Number sequences for simulation
This page was built for publication: Low-discrepancy simulation
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3112479)