Variance Reduction Order Using Good Lattice Points in Monte Carlo Methods

Computing (Vienna/New York)

Volumn 61, Issue 4, 1998, Pages 371-378

  Tuffin, B ^a,b  

^a Université de Rennes 1 ^*

^b UNIVERSITÉ DE RENNES 1   (France)

Author keywords

Lattice points; Monte Carlo; Numerical integration; Quasi Monte Carlo

Indexed keywords

ESTIMATION; INTEGRATION;

CENTRAL LIMIT THEOREM; LATTICE POINTS;

MONTE CARLO METHODS;

EID: 0032273377     PISSN: 0010485X     EISSN: None     Source Type: Journal    
DOI: 10.1007/BF02684386     Document Type: Article

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