References in zbMATH (referenced in 46 articles , 1 standard article )

Showing results 21 to 40 of 46.
Sorted by year (citations)
  1. Lemieux, Christiane; L’Ecuyer, Pierre: A comparison of Monte Carlo, lattice rules and other low-discrepancy point sets (2000)
  2. Ökten, Giray: Applications of a hybrid-Monte Carlo sequence to option pricing (2000)
  3. 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)
  4. Tan, K. S.; Boyle, P. P.: Applications of randomized low discrepancy sequences to the valuation of complex securities (2000)
  5. Wang, X.; Hickernell, F. J.: Randomized Halton sequences (2000)
  6. Levin, Mordechay B.: Discrepancy estimates of completely uniformly distributed and pseudorandom number sequences (1999)
  7. Finocchiaro, Daniele; Pellegrini, Marco; Bientinesi, Paolo: On numerical approximation of electrostatic energy in 3D (1998)
  8. Larcher, Gerhard: Digital point sets: Analysis and application (1998)
  9. Acworth, Peter; Broadie, Mark; Glasserman, Paul: A comparison of some Monte Carlo and quasi Monte Carlo techniques for option pricing (1997)
  10. Kalagnanam, Jayant R.; Diwekar, Urmila M.: An efficient sampling technique for off-line quality control (1997)
  11. Pagès, Gilles; Xiao, Yi-Jun: Sequences with low discrepancy and pseudo-random numbers: Theoretical results and numerical tests (1997)
  12. Joy, Corwin; Boyle, Phelim P.; Tan, Ken Seng: Quasi-Monte Carlo methods in numerical finance (1996)
  13. Radović, Igor; Sobol’, Ilya M.; Tichy, Robert F.: Quasi-Monte Carlo methods for numerical integration: Comparison of different low discrepancy sequences (1996)
  14. Rote, G.; Tichy, R. F.: Quasi-Monte-Carlo methods and the dispersion of point sequences (1996)
  15. Birge, John R.; Qi, Liqun: Continuous approximation schemes for stochastic programs (1995)
  16. Sobol’, Ilya M.; Shukhman, Boris V.: Integration with quasirandom sequences: Numerical experience (1995)
  17. Kolář, Miroslav; O’Shea, Seamus F.: Fast, portable, and reliable algorithm for the calculation of Halton numbers (1993)
  18. Morokoff, William J.; Caflisch, Russel E.: A quasi-Monte Carlo approach to particle simulation of the heat equation (1993)
  19. Sobol’, I. M.; Shukman, B. V.: Random and quasirandom sequences: Numerical estimates of uniformity of distribution (1993)
  20. Bratley, Paul; Fox, Bennett L.; Niederreiter, Harald: Implementation and tests of low-discrepancy sequences (1992)