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

9783540661764, 9783642596575

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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 ◽

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 ◽

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 ◽

Author(s):

Christiane Lemieux ◽

Pierre L’Ecuyer

Keyword(s):

Monte Carlo ◽

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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 ◽

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 ◽

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 ◽

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 ◽

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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 ◽

Author(s):

Hozumi Morohosi ◽

Masanori Fushimi

Keyword(s):

Monte Carlo ◽

Error Estimation ◽

Practical Approach ◽

Quasi Monte Carlo

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