On quasi-Monte Carlo simulation of stochastic differential equations

Mathematics of Computation

Volumn 66, Issue 218, 1997, Pages 573-589

  Hofmann, Norbert ^a   Mathé, Peter ^b  

^a UNIVERSITY OF ERLANGEN NUREMBERG   (Germany)

^b WEIERSTRASS INSTITUTE FOR APPLIED ANALYSIS AND STOCHASTICS   (Germany)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0039500755     PISSN: 00255718     EISSN: None     Source Type: Journal    
DOI: 10.1090/s0025-5718-97-00820-x     Document Type: Article

References (21)

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