scientific article; zbMATH DE number 2051230

zbMATH Open1042.65009MaRDI QIDQ4453523FDOQ4453523

Rudolf Schürer

Publication date: 7 March 2004

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

zbMATH Keywords

numerical examplesAdaptive algorithmsMISERVEGAS

Mathematics Subject Classification ID

Monte Carlo methods (65C05)

Cited In (7)

• 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
• Adaptive Quasi-Monte Carlo Methods for Cubature
• Title not available (Why is that?)

Uses Software

• TESTPACK

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