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Volumn 18, Issue 1, 2002, Pages 171-186
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The Brownian bridge does not offer a consistent advantage in quasi-Monte Carlo integration
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Author keywords
Low discrepancy sequences; Monte Carlo methods; Multi dimensional integration; Quadrature; Quasi Monte Carlo methods
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Indexed keywords
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EID: 0036222401
PISSN: 0885064X
EISSN: None
Source Type: Journal
DOI: 10.1006/jcom.2001.0631 Document Type: Article |
Times cited : (59)
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References (24)
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