Lattice Builder

swMATH33929MaRDI QIDQ45638FDOQ45638

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Cited In (12)

• Primal–dual quasi-Monte Carlo simulation with dimension reduction for pricing American options
• A novel method of marginalisation using low discrepancy sequences for integrated nested Laplace approximations
• Monte Carlo and Quasi–Monte Carlo Density Estimation via Conditioning
• Sorting methods and convergence rates for Array-RQMC: some empirical comparisons
• Adaptive Multidimensional Integration Based on Rank-1 Lattices
• Construction-Free Median Quasi-Monte Carlo Rules for Function Spaces with Unspecified Smoothness and General Weights
• Quasi-Monte Carlo simulation for American option sensitivities
• Stochastic Dual Dynamic Programming for Multiechelon Lot Sizing with Component Substitution
• Variance reduction with array-RQMC for tau-leaping simulation of stochastic biological and chemical reaction networks
• Quasi-Monte Carlo methods applied to tau-leaping in stochastic biological systems
• Scenario generation for stochastic optimization problems via the sparse grid method
• An algorithm to compute the \(t\)-value of a digital net and of its projections

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