Results 201 to 210 of about 2,168,026 (221)

Domain Decomposition Solution of Elliptic Boundary-Value Problems via Monte Carlo and Quasi-Monte Carlo Methods

SIAM Journal of Scientific Computing, 2005
Renato Spigler, Juan Acebron
exaly  

Quasi-Monte Carlo Methods in Numerical Finance

Management Science, 1996
Ken Seng Tan, Phelim P Boyle
exaly  

Efficient Monte Carlo and Quasi–Monte Carlo Option Pricing Under the Variance Gamma Model

Management Science, 2006
Athanasios Avramidis, Pierre L'Ecuyer
exaly  

Improving Approximate Bayesian Computation via Quasi-Monte Carlo

Journal of Computational and Graphical Statistics, 2019
Alexander Buchholz, Nicolas Chopin
exaly  

Quasi-Monte-Carlo-based probabilistic assessment of wall heat loss

Energy Procedia, 2017
Tianfeng Hou, Staf Roels, Dirk Nuyens
exaly  

A Multi-Index Quasi--Monte Carlo Algorithm for Lognormal Diffusion Problems

SIAM Journal of Scientific Computing, 2017
Dirk Nuyens, Pieterjan Robbe, Stefan Vandewalle   +2 more
exaly  

One more experiment on estimating high-dimensional integrals by quasi-Monte Carlo methods

Mathematics and Computers in Simulation, 2003
exaly  

On the Error Rate of Conditional Quasi--Monte Carlo for Discontinuous Functions

SIAM Journal on Numerical Analysis, 2019
Zhijian He
exaly  

Quasi-Monte Carlo Integration

2022
openaire   +1 more source

A review of Monte Carlo and quasi‐Monte Carlo sampling techniques

Wiley Interdisciplinary Reviews: Computational Statistics
Ying-Chao Hung
exaly