scientific article; zbMATH DE number 3590753

zbMATH Open0379.40003MaRDI QIDQ4159741FDOQ4159741

Authors: Il'ya Sobol' 

Publication date: 1976

Title of this publication is not available (Why is that?)

Mathematics Subject Classification ID

Convergence and divergence of infinite limiting processes (40A99)

Cited In (13)

• Quasi-Monte Carlo method for solving Fredholm equations
• Pricing and hedging Asian basket options with quasi-Monte Carlo simulations
• Construction of computer experiment designs using marked point processes
• Efficient quasi-Monte simulations for pricing high-dimensional path-dependent options
• Quasi-Monte Carlo methods and pseudo-random numbers
• Модель радиационно-индуцированных термомеханических эффектов в гетерогенных мелкодисперсных материалах
• Generalization of the Rutherford formula and synthesis of trajectories with gravity assist maneuvers
• Low discrepancy sequences in high dimensions: how well are their projections distributed?
• Quasi-Monte Carlo Progressive Photon Mapping
• Generation of quasi-random \(\text{(LP}_ \tau)\) vectors for parallel computation
• Multidimensional quasi-Monte Carlo Malliavin Greeks
• Implementing quasi-Monte Carlo simulations with linear transformations
• On the 80th birthday of Il’ya Meierovich Sobol

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