Monte Carlo and Quasi-Monte Carlo Methods 1996 - Lecture Notes in Statistics
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9780387983356, 9781461216902

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The Quasi-Random Walk

Monte Carlo and Quasi-Monte Carlo Methods 1996 - Lecture Notes in Statistics ◽

10.1007/978-1-4612-1690-2_18 ◽

1998 ◽

pp. 277-291 ◽

Author(s):

Alexander Keller

Keyword(s):

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A Comparison of Some Monte Carlo and Quasi Monte Carlo Techniques for Option Pricing

Monte Carlo and Quasi-Monte Carlo Methods 1996 - Lecture Notes in Statistics ◽

10.1007/978-1-4612-1690-2_1 ◽

1998 ◽

pp. 1-18 ◽

Author(s):

Peter A. Acworth ◽

Mark Broadie ◽

Paul Glasserman

Keyword(s):

Monte Carlo ◽

Option Pricing ◽

Quasi Monte Carlo ◽

Monte Carlo Techniques

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On the Distribution of Digital Sequences

Monte Carlo and Quasi-Monte Carlo Methods 1996 - Lecture Notes in Statistics ◽

10.1007/978-1-4612-1690-2_6 ◽

1998 ◽

pp. 109-123 ◽

Author(s):

Gerhard Larcher

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Shift—Nets: a New Class of Binary Digital (t, m, s)--Nets

Monte Carlo and Quasi-Monte Carlo Methods 1996 - Lecture Notes in Statistics ◽

10.1007/978-1-4612-1690-2_26 ◽

1998 ◽

pp. 369-381 ◽

Author(s):

Wolfgang Ch. Schmid

Keyword(s):

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Error Estimation for Quasi-Monte Carlo Methods

Monte Carlo and Quasi-Monte Carlo Methods 1996 - Lecture Notes in Statistics ◽

10.1007/978-1-4612-1690-2_25 ◽

1998 ◽

pp. 353-368 ◽

Author(s):

Giray Ökten

Keyword(s):

Monte Carlo ◽

Error Estimation ◽

Monte Carlo Methods ◽

Quasi Monte Carlo

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A Look At Multilevel Splitting

Monte Carlo and Quasi-Monte Carlo Methods 1996 - Lecture Notes in Statistics ◽

10.1007/978-1-4612-1690-2_5 ◽

1998 ◽

pp. 98-108 ◽

Author(s):

Paul Glasserman ◽

Philip Heidelberger ◽

Perwez Shahabuddin ◽

Tim Zajic

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A Monte Carlo Estimator Based on a State Space Decomposition Methodology for Flow Network Reliability

Monte Carlo and Quasi-Monte Carlo Methods 1996 - Lecture Notes in Statistics ◽

10.1007/978-1-4612-1690-2_9 ◽

1998 ◽

pp. 161-175

Author(s):

Stéphane Bulteau ◽

Mohamed El Khadiri

Keyword(s):

Monte Carlo ◽

State Space ◽

Network Reliability ◽

Flow Network ◽

Space Decomposition

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A new permutation choice in Halton sequences

Monte Carlo and Quasi-Monte Carlo Methods 1996 - Lecture Notes in Statistics ◽

10.1007/978-1-4612-1690-2_30 ◽

1998 ◽

pp. 427-435 ◽

Author(s):

Bruno Tuffin

Keyword(s):

Halton Sequences

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Comparison of independent and stratified sampling schemes in problems of global optimization

Monte Carlo and Quasi-Monte Carlo Methods 1996 - Lecture Notes in Statistics ◽

10.1007/978-1-4612-1690-2_19 ◽

1998 ◽

pp. 292-299

Author(s):

Marina Kondratovich ◽

Anatoly Zhigljaysky

Keyword(s):

Global Optimization ◽

Stratified Sampling ◽

Sampling Schemes

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Discrepancy lower bounds for special quasi-random sequences

Monte Carlo and Quasi-Monte Carlo Methods 1996 - Lecture Notes in Statistics ◽

10.1007/978-1-4612-1690-2_14 ◽

1998 ◽

pp. 232-237

Author(s):

Henri Faure

Keyword(s):

Lower Bounds ◽

Random Sequences

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