Randomization of Quasi-Monte Carlo Methods for Error Estimation: Survey and Normal Approximation *
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Publication:4655089
DOI10.1515/mcma.2004.10.3-4.617zbMath1066.65011OpenAlexW2026465639MaRDI QIDQ4655089
Publication date: 10 March 2005
Published in: Monte Carlo Methods and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1515/mcma.2004.10.3-4.617
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Likelihood computation in the normal-gamma stochastic frontier model ⋮ Randomized quasi-random sampling/importance resampling ⋮ Optimal multilevel randomized quasi-Monte-Carlo method for the stochastic drift-diffusion-Poisson system ⋮ Comparison of descriptive statistics for multidimensional point sets ⋮ MOMENT APPROXIMATIONS OF DISPLACED FORWARD-LIBOR RATES WITH APPLICATION TO SWAPTIONS
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