References in zbMATH (referenced in 43 articles , 1 standard article )

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  1. Dick, Josef; Kuo, Frances Y.; Sloan, Ian H.: High-dimensional integration: The quasi-Monte Carlo way (2013)
  2. Vandewoestyne, Bart; Chi, Hongmei; Cools, Ronald: Computational investigations of scrambled Faure sequences (2010)
  3. Singhee, Amith; Rutenbar, Rob A.: Novel algorithms for fast statistical analysis of scaled circuits (2009)
  4. Rosca, Victoria E.; Leitão, Vitor M.A.: Quasi-Monte Carlo mesh-free integration for meshless weak formulations (2008)
  5. Chi, Hongmei; Jones, Edward L.: Generating parallel quasirandom sequences via randomization (2007)
  6. Kurowicka, Dorota; Cooke, Roger: Uncertainty analysis with high dimensional dependence modelling. (2006)
  7. Chi, H.; Mascagni, M.; Warnock, T.: On the optimal Halton sequence (2005)
  8. Koivu, Matti: Variance reduction in sample approximations of stochastic programs (2005)
  9. Pennanen, Teemu; Koivu, Matti: Epi-convergent discretizations of stochastic programs via integration quadratures (2005)
  10. Tarsitano, Agostino: Estimation of the generalized lambda distribution parameters for grouped data (2005)
  11. Entacher, Karl; Schell, Thomas; Schmid, Wolfgang Ch.; Uhl, Andreas: Defects in parallel Monte Carlo and quasi-Monte Carlo integration using the leap-frog technique (2003)
  12. Joe, Stephen; Kuo, Frances Y.: Remark on algorithm 659: Implementing Sobol’s quasirandom sequence generator (2003)
  13. Langtry, Tim; Botten, Lindsay; Asatryan, Ara; McPhedran, Ross: Monte Carlo modelling of imperfections in two-dimensional photonic crystals (2003)
  14. Dror, Moshe (ed.); L’Ecuyer, Pierre (ed.); Szidarovszky, Ferenc (ed.): Modeling uncertainty. An examination of stochastic theory, methods, and applications (2002)
  15. Boyle, Phelim P.; Kolkiewicz, Adam W.; Tan, Ken Seng: Valuation of the reset options embedded in some equity-linked insurance products. (2001)
  16. Lemieux, Christiane; L’Ecuyer, Pierre: On the use of quasi-Monte Carlo methods in computational finance (2001)
  17. Evans, Michael; Swartz, Tim: Approximating integrals via Monte Carlo and deterministic methods (2000)
  18. Lemieux, Christiane; L’Ecuyer, Pierre: A comparison of Monte Carlo, lattice rules and other low-discrepancy point sets (2000)
  19. Ökten, Giray: Applications of a hybrid-Monte Carlo sequence to option pricing (2000)
  20. Poloni, Carlo; Giurgevich, Andrea; Onesti, Luka; Pediroda, Valentino: Hybridization of a multi-objective genetic algorithm, a neural network and a classical optimizer for a complex design problem in fluid dynamics (2000)

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