Computational investigations of scrambled Faure sequences
Year of publication: |
2010
|
---|---|
Authors: | Vandewoestyne, Bart ; Chi, Hongmei ; Cools, Ronald |
Published in: |
Mathematics and Computers in Simulation (MATCOM). - Elsevier, ISSN 0378-4754. - Vol. 81.2010, 3, p. 522-535
|
Publisher: |
Elsevier |
Subject: | Faure sequence | Low-discrepancy sequences | (quasi)-Monte Carlo | Linear scrambling | Nonlinear scrambling |
-
Toward real-time pricing of complex financial derivatives
Ninomiya, S., (1996)
-
Omran, Mahamed, (2013)
-
On quasi-Monte Carlo integrations
Sobol, I.M., (1998)
- More ...
-
On the convergence of quasi-random sampling/importance resampling
Vandewoestyne, Bart, (2010)
-
An adaptive approach to cube-based quasi-Monte Carlo integration on Rd
Pillards, Tim, (2010)
-
Quasi-random integration in high dimensions
Takhtamyshev, George, (2007)
- More ...