Monte Carlo and Quasi-Monte Carlo Methods 2002
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Published By Springer Berlin Heidelberg

9783540204664, 9783642187438

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Using Quasi-Monte Carlo Scenarios in Risk Management

Monte Carlo and Quasi-Monte Carlo Methods 2002 ◽

10.1007/978-3-642-18743-8_24 ◽

2004 ◽

pp. 379-392 ◽

Cited By ~ 5

Author(s):

Filip Pistovčák ◽

Thomas Breuer

Keyword(s):

Risk Management ◽

Monte Carlo ◽

Quasi Monte Carlo

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Generalized Mersenne Prime Number and Its Application to Random Number Generation

Monte Carlo and Quasi-Monte Carlo Methods 2002 ◽

10.1007/978-3-642-18743-8_9 ◽

2004 ◽

pp. 167-180 ◽

Cited By ~ 10

Author(s):

Lih-Yuan Deng

Keyword(s):

Prime Number ◽

Random Number ◽

Random Number Generation ◽

Number Generation ◽

Mersenne Prime

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Stochastic Models and Monte Carlo Algorithms for Boltzmann Type Equations

Monte Carlo and Quasi-Monte Carlo Methods 2002 ◽

10.1007/978-3-642-18743-8_7 ◽

2004 ◽

pp. 129-153 ◽

Cited By ~ 2

Author(s):

Wolfgang Wagner

Keyword(s):

Monte Carlo ◽

Stochastic Models ◽

Monte Carlo Algorithms

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When Does Monte Carlo Depend Polynomially on the Number of Variables?

Monte Carlo and Quasi-Monte Carlo Methods 2002 ◽

10.1007/978-3-642-18743-8_26 ◽

2004 ◽

pp. 407-437 ◽

Cited By ~ 6

Author(s):

Ian H. Sloan ◽

Henryk Woźniakowski

Keyword(s):

Monte Carlo

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Component by Component Construction of Rank-1 Lattice Rules HavingO(n -1(In(n))d) Star Discrepancy

Monte Carlo and Quasi-Monte Carlo Methods 2002 ◽

10.1007/978-3-642-18743-8_17 ◽

2004 ◽

pp. 293-298 ◽

Cited By ~ 9

Author(s):

Stephen Joe

Keyword(s):

Lattice Rules ◽

Star Discrepancy

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Approximate Bayesian Computation and MCMC

Monte Carlo and Quasi-Monte Carlo Methods 2002 ◽

10.1007/978-3-642-18743-8_5 ◽

2004 ◽

pp. 99-113 ◽

Cited By ~ 8

Author(s):

Vincent Plagnol ◽

Simon Tavaré

Keyword(s):

Approximate Bayesian Computation ◽

Bayesian Computation ◽

Approximate Bayesian

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Stratification by Rank-1 Lattices

Monte Carlo and Quasi-Monte Carlo Methods 2002 ◽

10.1007/978-3-642-18743-8_18 ◽

2004 ◽

pp. 299-313 ◽

Cited By ~ 3

Author(s):

Alexander Keller

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Polynomial Arithmetic Analogue of Hickernell Sequences

Monte Carlo and Quasi-Monte Carlo Methods 2002 ◽

10.1007/978-3-642-18743-8_28 ◽

2004 ◽

pp. 451-459

Author(s):

Shu Tezuka

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Adaptive Quasi-Monte Carlo Integration Based on MISER and VEGAS

Monte Carlo and Quasi-Monte Carlo Methods 2002 ◽

10.1007/978-3-642-18743-8_25 ◽

2004 ◽

pp. 393-406 ◽

Cited By ~ 1

Author(s):

Rudolf Schürer

Keyword(s):

Monte Carlo ◽

Monte Carlo Integration ◽

Quasi Monte Carlo

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Minimizing Effective Dimension Using Linear Transformation

Monte Carlo and Quasi-Monte Carlo Methods 2002 ◽

10.1007/978-3-642-18743-8_16 ◽

2004 ◽

pp. 275-292 ◽

Cited By ~ 14

Author(s):

Junichi Imai ◽

Ken Seng Tan

Keyword(s):

Linear Transformation ◽

Effective Dimension

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