Winker, Peter; Fang, Kai-Tai - Fachbereich Wirtschaftswissenschaften, Universität Konstanz - 1995
Efficient routines for multidimensional numerical integration are provided by quasi-Monte Carlo methods. These methods are based on evaluating the integrand at a set of representative points of the integration area. A set may be called representative if it shows a low discrepancy. However, in...