scientific article; zbMATH DE number 2051225
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Publication:4453517
zbMATH Open1041.65009MaRDI QIDQ4453517FDOQ4453517
Publication date: 7 March 2004
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Computational methods in Markov chains (60J22) Monte Carlo methods (65C05) Numerical analysis or methods applied to Markov chains (65C40) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Continuous-time Markov processes on general state spaces (60J25)
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- A central limit theorem and improved error bounds for a hybrid-Monte Carlo sequence with applications in computational finance
- Sorting methods and convergence rates for Array-RQMC: some empirical comparisons
- Stratified Monte Carlo simulation of Markov chains
- Sudoku Latin Square Sampling for Markov Chain Simulation
- Randomized quasi-Monte Carlo simulation of Markov chains with an ordered state space
- Comparison of Quasi-Monte Carlo-Based Methods for Simulation of Markov Chains
- Quasi-Monte Carlo methods for Markov chains with continuous multi-dimensional state space
- A Randomized Quasi-Monte Carlo Simulation Method for Markov Chains
- Quasi-Monte Carlo simulation of discrete time Markov chains on multidimensional state spaces
- Quasi-Monte Carlo methods with applications in finance
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