Number sequences for simulation

MaRDI QIDQ6665997zbMATH OpenFDO

Authors Giray Ökten

Publication date 17 January 2025

zbMATH Keywords

low-discrepancy sequencespseudorandom sequencesquasi-Monte Carlo methodrandomized quasi-Monte Carlo method

Mathematics Subject Classification ID

Pseudo-random numbers; Monte Carlo methods (11K45) Numerical integration (65D30) Financial and insurance mathematics (aspects of mathematics education) (97M30)

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