Quasi-Monte Carlo methods in stochastic simulations: An application to policy simulations using a disequilibrium model of the West German economy 1960-1994

2000 ◽  
Vol 25 (2) ◽  
pp. 247-259 ◽  
Author(s):  
Wolfgang Franz ◽  
Klaus Göggelmann ◽  
Martin Schellhorn ◽  
Peter Winker
Keyword(s):  
Monte Carlo ◽  
Monte Carlo Methods ◽  
German Economy ◽  
Stochastic Simulations ◽  
West German Economy ◽  
The West ◽  
Disequilibrium Model ◽  
Quasi Monte Carlo ◽  
Policy Simulations

scholarly journals Multilevel Quasi-Monte Carlo methods for lognormal diffusion problems

2017 ◽  
Vol 86 (308) ◽  
pp. 2827-2860 ◽  
Author(s):  
Frances Y. Kuo ◽  
Robert Scheichl ◽  
Christoph Schwab ◽  
Ian H. Sloan ◽  
Elisabeth Ullmann
Keyword(s):  
Monte Carlo ◽  
Monte Carlo Methods ◽  
Quasi Monte Carlo ◽  
Diffusion Problems
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