Monte-Carlo and Quasi-Monte Carlo Methods 1998
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Published By Springer Berlin Heidelberg

9783540661764, 9783642596575

Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

Pricing Complex Barrier Options with General Features Using Sharp Large Deviation Estimates

Monte-Carlo and Quasi-Monte Carlo Methods 1998 ◽

10.1007/978-3-642-59657-5_9 ◽

2000 ◽

pp. 149-162 ◽

Cited By ~ 5

Author(s):

Paolo Baldi ◽

Lucia Caramellino ◽

Maria Gabriella Iovino

Keyword(s):

Large Deviation ◽

Barrier Options ◽

Sharp Large Deviation

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Improvements and Extensions of the “Salzburg Tables” by Using Irreducible Polynomials

Monte-Carlo and Quasi-Monte Carlo Methods 1998 ◽

10.1007/978-3-642-59657-5_30 ◽

2000 ◽

pp. 436-447 ◽

Cited By ~ 3

Author(s):

Wolfgang Ch. Schmid

Keyword(s):

Irreducible Polynomials

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A Comparison of Monte Carlo, Lattice Rules and Other Low-Discrepancy Point Sets

Monte-Carlo and Quasi-Monte Carlo Methods 1998 ◽

10.1007/978-3-642-59657-5_22 ◽

2000 ◽

pp. 326-340 ◽

Cited By ~ 7

Author(s):

Christiane Lemieux ◽

Pierre L’Ecuyer

Keyword(s):

Monte Carlo ◽

Point Sets ◽

Lattice Rules

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A Discrepancy-Based Analysis of Figures of Merit for Lattice Rules

Monte-Carlo and Quasi-Monte Carlo Methods 1998 ◽

10.1007/978-3-642-59657-5_20 ◽

2000 ◽

pp. 296-310

Author(s):

T. N. Langtry

Keyword(s):

Lattice Rules ◽

Figures Of Merit

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Adaptive Importance Sampling Algorithms for Transport Problems

Monte-Carlo and Quasi-Monte Carlo Methods 1998 ◽

10.1007/978-3-642-59657-5_18 ◽

2000 ◽

pp. 273-283 ◽

Cited By ~ 6

Author(s):

Yongzeng Lai ◽

Jerome Spanier

Keyword(s):

Importance Sampling ◽

Adaptive Importance Sampling ◽

Sampling Algorithms ◽

Transport Problems

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Quasi-Monte Carlo Node Sets from Linear Congruential Generators

Monte-Carlo and Quasi-Monte Carlo Methods 1998 ◽

10.1007/978-3-642-59657-5_12 ◽

2000 ◽

pp. 188-198 ◽

Cited By ~ 9

Author(s):

Karl Entacher ◽

Peter Hellekalek ◽

Pierre L’Ecuyer

Keyword(s):

Monte Carlo ◽

Quasi Monte Carlo ◽

Linear Congruential Generators ◽

Linear Congruential

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Geometrically Convergent Learning Algorithms for Global Solutions of Transport Problems

Monte-Carlo and Quasi-Monte Carlo Methods 1998 ◽

10.1007/978-3-642-59657-5_6 ◽

2000 ◽

pp. 98-113 ◽

Cited By ~ 5

Author(s):

Jerome Spanier

Keyword(s):

Learning Algorithms ◽

Global Solutions ◽

Transport Problems

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The diaphony and the star-diaphony of some two-dimensional sequences

Monte-Carlo and Quasi-Monte Carlo Methods 1998 ◽

10.1007/978-3-642-59657-5_32 ◽

2000 ◽

pp. 459-470

Author(s):

Yi-Jun Xiao

Keyword(s):

Two Dimensional

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Monte Carlo Simulation of Photometrical Measurements in Fog

Monte-Carlo and Quasi-Monte Carlo Methods 1998 ◽

10.1007/978-3-642-59657-5_28 ◽

2000 ◽

pp. 407-418

Author(s):

Giselle Paulmier ◽

Victor Carta

Keyword(s):

Monte Carlo Simulation ◽

Monte Carlo

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A Practical Approach to the Error Estimation of Quasi-Monte Carlo Integrations

Monte-Carlo and Quasi-Monte Carlo Methods 1998 ◽

10.1007/978-3-642-59657-5_26 ◽

2000 ◽

pp. 377-390 ◽

Cited By ~ 6

Author(s):

Hozumi Morohosi ◽

Masanori Fushimi

Keyword(s):

Monte Carlo ◽

Error Estimation ◽

Practical Approach ◽

Quasi Monte Carlo

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