Smoothness and Dimension Reduction in Quasi-Monte Carlo Methods

被引:0
|
作者
Moskowitz, B.
Caflisch, R. E.
机构
来源
Mathematical and Computer Modelling (Oxford) | / 23卷 / 8-9期
关键词
D O I
暂无
中图分类号
学科分类号
摘要
引用
收藏
相关论文
共 50 条
  • [31] Monte Carlo and Quasi-Monte Carlo for Statistics
    Owen, Art B.
    MONTE CARLO AND QUASI-MONTE CARLO METHODS 2008, 2009, : 3 - 18
  • [32] Monte Carlo extension of quasi-Monte Carlo
    Owen, AB
    1998 WINTER SIMULATION CONFERENCE PROCEEDINGS, VOLS 1 AND 2, 1998, : 571 - 577
  • [33] Applications of Monte Carlo quasi-Monte Carlo methods in finance: Option pricing
    Lai, YZ
    Spanier, J
    MONTE CARLO AND QUASI-MONTE CARLO METHODS 1998, 2000, : 284 - 295
  • [34] Error reduction techniques in quasi-Monte Carlo integration
    Ökten, G
    MATHEMATICAL AND COMPUTER MODELLING, 1999, 30 (7-8) : 61 - 69
  • [35] Variance reduction for generalized likelihood ratio method by conditional Monte Carlo and randomized Quasi-Monte Carlo methods
    Peng, Yijie
    Fu, Michael C.
    Hu, Jiaqiao
    L'Ecuyer, Pierre
    Tuffin, Bruno
    JOURNAL OF MANAGEMENT SCIENCE AND ENGINEERING, 2022, 7 (04) : 550 - 577
  • [36] Parallel quasi-Monte Carlo methods on a heterogeneous cluster
    Ökten, G
    Srinivasan, A
    MONTE CARLO AND QUASI-MONTE CARLO METHODS 2000, 2002, : 406 - 421
  • [37] ON QUASI-MONTE CARLO METHODS IN WEIGHTED ANOVA SPACES
    Kritzer, P.
    Pillichshammer, F.
    Wasilkowski, G. W.
    MATHEMATICS OF COMPUTATION, 2021, 90 (329) : 1381 - 1406
  • [38] Quasi-Monte Carlo simulation methods for measurement uncertainty
    Li, LM
    MONTE CARLO AND QUASI-MONTE CARLO METHODS 1998, 2000, : 356 - 367
  • [39] Distributed Quasi-Monte Carlo methods in a heterogeneous environment
    deDoncker, E.
    Zanny, R.
    Ciobanu, M.
    Guan, Y.
    2000, IEEE, United States
  • [40] Some applications of quasi-monte Carlo methods in statistics
    Fang, KT
    MONTE CARLO AND QUASI-MONTE CARLO METHODS 2000, 2002, : 10 - 26