scientific article; zbMATH DE number 1786482

MaRDI QIDQ4547774zbMATH OpenFDO

Authors Henri Faure

Publication date 31 October 2002

zbMATH Keywords

error boundMonte Carlo methodnumerical integrationquasi-Monte Carlo methodssurvey paper

Mathematics Subject Classification ID

Monte Carlo methods (65C05)

Recommendations

• Quasi-Monte Carlo integration
• scientific article; zbMATH DE number 4082826
• High-dimensional integration: The quasi-Monte Carlo way
• High-dimensional numerical integration
• Monte Carlo integration, quadratic resampling, and asset pricing

Cited in

(9)

• Adaptive stratified Monte Carlo algorithm for numerical computation of integrals
• scientific article; zbMATH DE number 4016024 (Why is no real title available?)
• Monte Carlo Simulation of Numerical Integration
• On the optimization of approximate integration by Monte Carlo methods
• scientific article; zbMATH DE number 1103067 (Why is no real title available?)
• Quasi–Monte Carlo integration over $\mathbb {R}^d$
• scientific article; zbMATH DE number 1752435 (Why is no real title available?)
• Quasi-Monte Carlo Methods for Numerical Integration: Comparison of Different Low Discrepancy Sequences
• Large-Scale Scientific Computing

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4547774)