Fast convergence of quasi-Monte Carlo for a class of isotropic integrals

The Brownian bridge does not offer a consistent advantage in Quasi-Monte Carlo integration

Journal of Complexity

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

The effective dimension and quasi-Monte Carlo integration

Journal of Complexity

Sufficient conditions for fast quasi-Monte Carlo convergence

Journal of Complexity

New Brownian bridge construction in quasi-Monte Carlo methods for computational finance

Journal of Complexity

Generating low-discrepancy sequences from the normal distribution: Box-Muller or inverse transform?

Mathematical and Computer Modelling: An International Journal

Uniform point sets and the collision test

Journal of Computational and Applied Mathematics