Discrepancy Theory and Its Application to Finance
TCS '00 Proceedings of the International Conference IFIP on Theoretical Computer Science, Exploring New Frontiers of Theoretical Informatics
Monte Carlo and Quasi-Monte Carlo Algorithms for the Barker-Ferry Equation with Low Complexity
NMA '02 Revised Papers from the 5th International Conference on Numerical Methods and Applications
The effective dimension and quasi-Monte Carlo integration
Journal of Complexity
Algorithm 823: Implementing scrambled digital sequences
ACM Transactions on Mathematical Software (TOMS)
Sufficient conditions for fast quasi-Monte Carlo convergence
Journal of Complexity
Low discrepancy sequences in high dimensions: How well are their projections distributed?
Journal of Computational and Applied Mathematics
Generalized Halton sequences in 2008: A comparative study
ACM Transactions on Modeling and Computer Simulation (TOMACS)
UAI'00 Proceedings of the Sixteenth conference on Uncertainty in artificial intelligence
Evolutionary optimization of low-discrepancy sequences
ACM Transactions on Modeling and Computer Simulation (TOMACS)
Generating low-discrepancy sequences from the normal distribution: Box-Muller or inverse transform?
Mathematical and Computer Modelling: An International Journal
| Hi-index | 0.00 |