Random number generation and quasi-Monte Carlo methods
Random number generation and quasi-Monte Carlo methods
Implementation and tests of low-discrepancy sequences
ACM Transactions on Modeling and Computer Simulation (TOMACS)
Efficiency improvement and variance reduction
WSC '94 Proceedings of the 26th conference on Winter simulation
Latin supercube sampling for very high-dimensional simulations
ACM Transactions on Modeling and Computer Simulation (TOMACS) - Special issue on uniform random number generation
A generalized discrepancy and quadrature error bound
Mathematics of Computation
Tables of linear congruential generators of different sizes and good lattice structure
Mathematics of Computation
Algorithm 647: Implementation and Relative Efficiency of Quasirandom Sequence Generators
ACM Transactions on Mathematical Software (TOMS)
Proceedings of the 31st conference on Winter simulation: Simulation---a bridge to the future - Volume 1
Quasi-Monte Carlo via linear shift-register sequences
Proceedings of the 31st conference on Winter simulation: Simulation---a bridge to the future - Volume 1
Options pricing: using simulation for option pricing
Proceedings of the 32nd conference on Winter simulation
Journal of Complexity
A Dynamic Programming Procedure for Pricing American-Style Asian Options
Management Science
Efficient simulated maximum likelihood with an application to online retailing
Statistics and Computing
Using box-muller with low discrepancy points
ICCSA'06 Proceedings of the 2006 international conference on Computational Science and Its Applications - Volume Part V
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