An algorithm for QMC integration using low-discrepancy lattice sets

zbMATH Open1212.65008MaRDI QIDQ3568698FDOQ3568698

Authors: Vojtěch Franěk 

Publication date: 15 June 2010

Full work available at URL: http://www.emis.de/journals/CMUC/cmuc0803/cmuc0803.htm

File on IPFS (Hint: this is only the Hash - if you get a timeout, this file is not available on our server.)

Recommendations

• scientific article; zbMATH DE number 4082826
• scientific article; zbMATH DE number 124607
• Low discrepancy polynomial lattice point sets
• Quasi–Monte Carlo integration over $\mathbb {R}^d$
• Monte Carlo integration, quadratic resampling, and asset pricing

zbMATH Keywords

latticesnumerical experimentsdiscrepancyquasi-Monte Carlo methodlinear programming methodQMC integration

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Numerical quadrature and cubature formulas (65D32)

Cited In (2)

• Title not available (Why is that?)
• Van der Corput and Golden ratio sequences along the Hilbert space-filling curve

Uses Software

• TESTPACK

This page was built for publication: An algorithm for QMC integration using low-discrepancy lattice sets

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3568698)