Pages that link to "Item:Q2507585"
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The following pages link to A central limit theorem and improved error bounds for a hybrid-Monte Carlo sequence with applications in computational finance (Q2507585):
Displaying 14 items.
- On the uniform distribution modulo 1 of multidimensional LS-sequences (Q466946) (← links)
- Generating low-discrepancy sequences from the normal distribution: Box-Muller or inverse transform? (Q552152) (← links)
- Implementing de-biased estimators using mixed sequences (Q2026640) (← links)
- Discrepancy bounds for a class of negatively dependent random points including Latin hypercube samples (Q2240873) (← links)
- On probabilistic results for the discrepancy of a hybrid-Monte Carlo sequence (Q2272146) (← links)
- Some large deviations results for Latin hypercube sampling (Q2276415) (← links)
- On pricing discrete barrier options using conditional expectation and importance sampling Monte Carlo (Q2473285) (← links)
- Correction of a proof in “A probabilistic result on the discrepancy of a hybrid-Monte Carlo sequence and applications” (Q3182214) (← links)
- Improving Approximate Bayesian Computation via Quasi-Monte Carlo (Q3391198) (← links)
- On the existence of low‐diaphony sequences made of digital sequences and lattice point sets (Q4911528) (← links)
- On Hybrid Point Sets Stemming from Halton-Type Hammersley Point Sets and Polynomial Lattice Point Sets (Q5117932) (← links)
- Ergodic properties of -adic Halton sequences (Q5262246) (← links)
- Entropy, Randomization, Derandomization, and Discrepancy (Q5326100) (← links)
- Further discrepancy bounds and an Erdös-Turán-Koksma inequality for hybrid sequences (Q5962361) (← links)
