Variance reduction via lattice rules

Management Science

Volumn 46, Issue 9, 2000, Pages 1214-1235

  L'Ecuyer, Pierre ^a   Lemieux, Christiane ^a  

^a UNIVERSITÉ DE MONTRÉAL   (Canada)

Author keywords

[No Author keywords available]

Indexed keywords

COMPUTER SIMULATION; FOURIER TRANSFORMS; MATRIX ALGEBRA; MONTE CARLO METHODS; PROBABILITY; QUEUEING THEORY; RANDOM PROCESSES; SET THEORY;

LATTICE RULES; LOW DISCREPANCY; QUASI MONTE CARLO; VARIANCE REDUCTION;

MANAGEMENT SCIENCE;

EID: 0033711489     PISSN: 00251909     EISSN: None     Source Type: Journal    
DOI: 10.1287/mnsc.46.9.1214.12231     Document Type: Article

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