Variance reduction order using good lattice points in monte carlo methods

B. Tuffin

doi:10.1007/bf02684386

Variance reduction order using good lattice points in monte carlo methods

Computing ◽

10.1007/bf02684386 ◽

1998 ◽

Vol 61 (4) ◽

pp. 371-378 ◽

Cited By ~ 6

Author(s):

B. Tuffin

Keyword(s):

Monte Carlo ◽

Monte Carlo Methods ◽

Variance Reduction ◽

Lattice Points ◽

Good Lattice Points ◽

Good Lattice

Good lattice points in the sense of Hlawka and Monte-Carlo integration

Monatshefte für Mathematik ◽

10.1007/bf01362552 ◽

1968 ◽

Vol 72 (3) ◽

pp. 264-269 ◽

Cited By ~ 14

Author(s):

S. K. Zaremba

Keyword(s):

Monte Carlo ◽

Lattice Points ◽

Monte Carlo Integration ◽

Good Lattice Points ◽

Good Lattice

Optimal Korobov Coefficients for Good Lattice Points in Quasi Monte Carlo Algorithms

Monte Carlo Methods and Applications ◽

10.1515/mcma.2004.10.3-4.499 ◽

2004 ◽

Vol 10 (3-4) ◽

Author(s):

R. Y. Papancheva

Keyword(s):

Monte Carlo ◽

Lattice Points ◽

Quasi Monte Carlo ◽

Monte Carlo Algorithms ◽

Good Lattice Points ◽

Good Lattice

Variance Reduction for Monte Carlo Methods

Доклады Академии наук ◽

10.31857/s086956520002903-6 ◽

2018 ◽

Vol 482 (6) ◽

pp. 627-630

Author(s):

D. Belomestny ◽

◽

L. Iosipoi ◽

N. Zhivotovskiy ◽

◽

...

Keyword(s):

Monte Carlo ◽

Monte Carlo Methods ◽

Variance Reduction

Variance Reduction Techniques of Importance Sampling Monte Carlo Methods for Pricing Options

Journal of Mathematical Finance ◽

10.4236/jmf.2013.34045 ◽

2013 ◽

Vol 03 (04) ◽

pp. 431-436 ◽

Cited By ~ 3

Author(s):

Qiang Zhao ◽

Guo Liu ◽

Guiding Gu

Keyword(s):

Monte Carlo ◽

Importance Sampling ◽

Monte Carlo Methods ◽

Variance Reduction ◽

Variance Reduction Techniques ◽

Pricing Options ◽

Reduction Techniques

A Theoretical Framework of Natural Computing – M Good Lattice Points (GLP) Method

Advances in Data and Web Management - Lecture Notes in Computer Science ◽

10.1007/978-3-540-72524-4_47 ◽

2007 ◽

pp. 452-462

Author(s):

Jia-xing Cheng ◽

Ling Zhang ◽

Bo Zhang

Keyword(s):

Theoretical Framework ◽

Lattice Points ◽

Natural Computing ◽

Good Lattice Points ◽

Good Lattice

Existence of good lattice points in the sense of Hlawka

Monatshefte für Mathematik ◽

10.1007/bf01659720 ◽

1978 ◽

Vol 86 (3) ◽

pp. 203-219 ◽

Cited By ~ 44

Author(s):

Harald Niederreiter

Keyword(s):

Lattice Points ◽

Good Lattice Points ◽

Good Lattice

Pricing Lookback Options under Normal Inverse Gaussian Model by Variance Reduction and Randomized Quasi-Monte Carlo Methods

2014 Seventh International Joint Conference on Computational Sciences and Optimization ◽

10.1109/cso.2014.89 ◽

2014 ◽

Author(s):

Yongzeng Lai ◽

Jilin Zhang

Keyword(s):

Monte Carlo ◽

Monte Carlo Methods ◽

Variance Reduction ◽

Gaussian Model ◽

Inverse Gaussian ◽

Quasi Monte Carlo ◽

Lookback Options ◽

Normal Inverse Gaussian

Good Lattice Points-Based Particle Swarm Optimizer

Third International Conference on Natural Computation (ICNC 2007) ◽

10.1109/icnc.2007.408 ◽

2007 ◽

Author(s):

Shoubao Su ◽

Jiwen Wang

Keyword(s):

Particle Swarm ◽

Lattice Points ◽

Particle Swarm Optimizer ◽

Good Lattice Points ◽

Good Lattice

On the distribution of sequences connected with good lattice points

Monatshefte für Mathematik ◽

10.1007/bf01298926 ◽

1986 ◽

Vol 101 (2) ◽

pp. 135-150 ◽

Cited By ~ 16

Author(s):

Gerhard Larcher

Keyword(s):

Lattice Points ◽

Good Lattice Points ◽

Good Lattice

A parallel search for good lattice points using LLL-spectral tests

Journal of Computational and Applied Mathematics ◽

10.1016/j.cam.2005.03.058 ◽

2006 ◽

Vol 189 (1-2) ◽

pp. 424-441

Author(s):

Bernhard Hechenleitner ◽

Karl Entacher

Keyword(s):

Lattice Points ◽

Parallel Search ◽

Good Lattice Points ◽

Good Lattice