Monte Carlo and Quasi-Monte Carlo Simulation

2014 ◽  
pp. 163-187
Author(s):  
Gunther Leobacher ◽  
Friedrich Pillichshammer
Keyword(s):  
Monte Carlo Simulation ◽  
Monte Carlo ◽  
Quasi Monte Carlo

scholarly journals Quasi-Monte Carlo Simulation of Diffusion

1999 ◽  
Vol 15 (3) ◽  
pp. 342-359 ◽  
Author(s):  
Christian Lécot ◽  
Faysal El Khettabi
Keyword(s):  
Monte Carlo Simulation ◽  
Monte Carlo ◽  
Quasi Monte Carlo

scholarly journals A Randomized Quasi-Monte Carlo Simulation Method for Markov Chains

2008 ◽  
Vol 56 (4) ◽  
pp. 958-975 ◽  
Author(s):  
Pierre L'Ecuyer ◽  
Christian Lécot ◽  
Bruno Tuffin
Keyword(s):  
Monte Carlo Simulation ◽  
Monte Carlo ◽  
Markov Chains ◽  
Simulation Method ◽  
Monte Carlo Simulation Method ◽  
Quasi Monte Carlo
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