Monte Carlo and Quasi-Monte Carlo Methods 2010 - Springer Proceedings in Mathematics & Statistics
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9783642274398, 9783642274404

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In Search for Good Chebyshev Lattices

Monte Carlo and Quasi-Monte Carlo Methods 2010 - Springer Proceedings in Mathematics & Statistics ◽

10.1007/978-3-642-27440-4_37 ◽

2012 ◽

pp. 639-654 ◽

Cited By ~ 2

Author(s):

Koen Poppe ◽

Ronald Cools

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Stochastic Approximation of Functions and Applications

Monte Carlo and Quasi-Monte Carlo Methods 2010 - Springer Proceedings in Mathematics & Statistics ◽

10.1007/978-3-642-27440-4_5 ◽

2012 ◽

pp. 95-131

Author(s):

Stefan Heinrich

Keyword(s):

Stochastic Approximation ◽

Approximation Of Functions

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Randomized Algorithms for Hamiltonian Simulation

Monte Carlo and Quasi-Monte Carlo Methods 2010 - Springer Proceedings in Mathematics & Statistics ◽

10.1007/978-3-642-27440-4_42 ◽

2012 ◽

pp. 709-719 ◽

Cited By ~ 1

Author(s):

Chi Zhang

Keyword(s):

Randomized Algorithms ◽

Hamiltonian Simulation

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A Global Adaptive Quasi-Monte Carlo Algorithm for Functions of Low Truncation Dimension Applied to Problems from Finance

Monte Carlo and Quasi-Monte Carlo Methods 2010 - Springer Proceedings in Mathematics & Statistics ◽

10.1007/978-3-642-27440-4_34 ◽

2012 ◽

pp. 589-607 ◽

Cited By ~ 3

Author(s):

Dirk Nuyens ◽

Benjamin J. Waterhouse

Keyword(s):

Monte Carlo ◽

Monte Carlo Algorithm ◽

Quasi Monte Carlo

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Exact Simulation of Occupation Times

Monte Carlo and Quasi-Monte Carlo Methods 2010 - Springer Proceedings in Mathematics & Statistics ◽

10.1007/978-3-642-27440-4_33 ◽

2012 ◽

pp. 573-587 ◽

Cited By ~ 1

Author(s):

Roman N. Makarov ◽

Karl Wouterloot

Keyword(s):

Occupation Times ◽

Exact Simulation

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Hybrid Function Systems in the Theory of Uniform Distribution of Sequences

Monte Carlo and Quasi-Monte Carlo Methods 2010 - Springer Proceedings in Mathematics & Statistics ◽

10.1007/978-3-642-27440-4_24 ◽

2012 ◽

pp. 435-449 ◽

Cited By ~ 5

Author(s):

Peter Hellekalek

Keyword(s):

Uniform Distribution ◽

Hybrid Function ◽

Uniform Distribution Of Sequences

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Liberating the Dimension for Function Approximation and Integration

Monte Carlo and Quasi-Monte Carlo Methods 2010 - Springer Proceedings in Mathematics & Statistics ◽

10.1007/978-3-642-27440-4_9 ◽

2012 ◽

pp. 211-231

Author(s):

G. W. Wasilkowski

Keyword(s):

Function Approximation

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Geometric and Statistical Properties of Pseudorandom Number Generators Based on Multiple Recursive Transformations

Monte Carlo and Quasi-Monte Carlo Methods 2010 - Springer Proceedings in Mathematics & Statistics ◽

10.1007/978-3-642-27440-4_12 ◽

2012 ◽

pp. 265-280 ◽

Cited By ~ 1

Author(s):

L. Yu. Barash

Keyword(s):

Statistical Properties ◽

Pseudorandom Number ◽

Pseudorandom Number Generators

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Entropy, Randomization, Derandomization, and Discrepancy

Monte Carlo and Quasi-Monte Carlo Methods 2010 - Springer Proceedings in Mathematics & Statistics ◽

10.1007/978-3-642-27440-4_3 ◽

2012 ◽

pp. 43-78 ◽

Cited By ~ 1

Author(s):

Michael Gnewuch

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A Study of the Efficiency of Exact Methods for Diffusion Simulation

Monte Carlo and Quasi-Monte Carlo Methods 2010 - Springer Proceedings in Mathematics & Statistics ◽

10.1007/978-3-642-27440-4_7 ◽

2012 ◽

pp. 161-187

Author(s):

Stefano Peluchetti ◽

Gareth O. Roberts

Keyword(s):

Exact Methods ◽

Diffusion Simulation

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Monte Carlo and Quasi-Monte Carlo Methods 2010 - Springer Proceedings in Mathematics & StatisticsLatest Publications

TOTAL DOCUMENTS

H-INDEX

Published By Springer Berlin Heidelberg

In Search for Good Chebyshev Lattices

Stochastic Approximation of Functions and Applications

Randomized Algorithms for Hamiltonian Simulation

A Global Adaptive Quasi-Monte Carlo Algorithm for Functions of Low Truncation Dimension Applied to Problems from Finance

Exact Simulation of Occupation Times

Hybrid Function Systems in the Theory of Uniform Distribution of Sequences

Liberating the Dimension for Function Approximation and Integration

Geometric and Statistical Properties of Pseudorandom Number Generators Based on Multiple Recursive Transformations

Entropy, Randomization, Derandomization, and Discrepancy

A Study of the Efficiency of Exact Methods for Diffusion Simulation

Monte Carlo and Quasi-Monte Carlo Methods 2010 - Springer Proceedings in Mathematics & Statistics
Latest Publications