scientific article; zbMATH DE number 1390116

zbMath0941.65028MaRDI QIDQ4934383

Pierre L'Ecuyer, Christiane Lemieux

Publication date: 10 August 2000

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

numerical resultsvariance reductionfinancequasi-Monte Carlo methodslattice rules\((t,s)\)-sequencesoption valuation

Mathematics Subject Classification ID

Numerical methods (including Monte Carlo methods) (91G60) Monte Carlo methods (65C05) Numerical quadrature and cubature formulas (65D32) Pseudo-random numbers; Monte Carlo methods (11K45)

Related Items (1)

On selection criteria for lattice rules and other quasi-Monte Carlo point sets

Uses Software

• Algorithm 647

This page was built for publication: