Comparison of Sobol' sequences in financial applications

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DOI10.1515/mcma-2019-2029arXiv1809.03122WikidataQ128449877 ScholiaQ128449877MaRDI QIDQ6306466

Shin Harase

Publication date: 9 September 2018

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Random number generation in numerical analysis (65C10) Numerical integration (65D30)

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