scientific article; zbMATH DE number 2051230
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Publication:4453523
zbMATH Open1042.65009MaRDI QIDQ4453523FDOQ4453523
Publication date: 7 March 2004
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- A Global Adaptive Quasi-Monte Carlo Algorithm for Functions of Low Truncation Dimension Applied to Problems from Finance
- Monte Carlo algorithms for evaluating Sobol' sensitivity indices
- Robust adaptive numerical integration of irregular functions with applications to basket and other multi-dimensional exotic options
- Tensor-train numerical integration of multivariate functions with singularities
- Vegas revisited: Adaptive Monte Carlo integration beyond factorization
- A comparison between (quasi-)Monte Carlo and cubature rule based methods for solving high-dimensional integration problems
- Adaptive Quasi-Monte Carlo Methods for Cubature
- Title not available (Why is that?)
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