Random number generation and quasi-Monte Carlo methods
Random number generation and quasi-Monte Carlo methods
Journal of Computational Physics
The mean square discrepancy of randomized nets
ACM Transactions on Modeling and Computer Simulation (TOMACS)
Monte Carlo Variance of Scrambled Net Quadrature
SIAM Journal on Numerical Analysis
Latin supercube sampling for very high-dimensional simulations
ACM Transactions on Modeling and Computer Simulation (TOMACS) - Special issue on uniform random number generation
Options pricing: using simulation for option pricing
Proceedings of the 32nd conference on Winter simulation
Interactive global illumination using fast ray tracing
EGRW '02 Proceedings of the 13th Eurographics workshop on Rendering
A Quasi-Monte Carlo Method for Integration with Improved Convergence
LSSC '01 Proceedings of the Third International Conference on Large-Scale Scientific Computing-Revised Papers
A New Efficient Algorithm for Generating the Scrambled Sobol' Sequence
NMA '02 Revised Papers from the 5th International Conference on Numerical Methods and Applications
Efficient simulated maximum likelihood with an application to online retailing
Statistics and Computing
Proceedings of the 6th international conference on Information processing in sensor networks
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