Quasi-Monte Carlo integration of characteristic functions and the rejection sampling method

Computer Physics Communications

Volumn 123, Issue 1-3, 1999, Pages 16-26

  Wang, Xiaoqun ^a  

^a TSINGHUA UNIVERSITY   (China)

Author keywords

Monte Carlo methods; Numerical integration; Quasi Monte Carlo methods; Rejection sampling

Indexed keywords

EID: 0007275848     PISSN: 00104655     EISSN: None     Source Type: Journal    
DOI: 10.1016/s0010-4655(99)00253-2     Document Type: Article

References (11)

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