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Volumn 3516, Issue III, 2005, Pages 775-782

On the scrambled Soboĺ sequence

Author keywords

[No Author keywords available]

Indexed keywords

ALGORITHMS; COMPUTER SCIENCE; RANDOM PROCESSES; ARTIFICIAL INTELLIGENCE; COMPUTERS;

EID: 25144487125     PISSN: 03029743     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1007/11428862_105     Document Type: Conference Paper
Times cited : (42)

References (23)
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    • A new efficient algorithm for generating the scrambled soboĺ sequence
    • New York. Springer-Verlag
    • E. Atanassov. A new efficient algorithm for generating the scrambled soboĺ sequence. In Numerical Methods and Applications (LNCS 2542), pages 81-90, New York, 2003. Springer-Verlag.
    • (2003) Numerical Methods and Applications (LNCS) , vol.2542 , pp. 81-90
    • Atanassov, E.1
  • 2
    • 85015692260 scopus 로고
    • The pricing of options and corporate liabilities
    • F. Black and M. Scholes. The pricing of options and corporate liabilities. Journal of Political Economy, 81:637-659, 1973.
    • (1973) Journal of Political Economy , vol.81 , pp. 637-659
    • Black, F.1    Scholes, M.2
  • 3
    • 0001751847 scopus 로고
    • New life forms on the option landscape
    • P. Boyle. New life forms on the option landscape. Journal of Financial Engineering, 2(3):217-252, 1992.
    • (1992) Journal of Financial Engineering , vol.2 , Issue.3 , pp. 217-252
    • Boyle, P.1
  • 4
    • 0023979638 scopus 로고
    • Algorithm 659: Implementing soboĺ's quasirandom sequnence generator
    • P. Bratley and B. Fox. Algorithm 659: Implementing soboĺ's quasirandom sequnence generator. ACM Trans. on Mathematical Software, 14(1):88-100, 1988.
    • (1988) ACM Trans. on Mathematical Software , vol.14 , Issue.1 , pp. 88-100
    • Bratley, P.1    Fox, B.2
  • 5
    • 0006144366 scopus 로고    scopus 로고
    • Computational investigation of low-discrepancy sequences in simulation algorithms for bayesian networks
    • San Francisco, CA. Morgan Kaufmann Publishers
    • J. Cheng and M.J. Druzdzel. Computational investigation of low-discrepancy sequences in simulation algorithms for bayesian networks. In Uncertainty in Artificial Intelligence: Proceedings of the Sixteenth Conference (UAI-2000), pages 72-81, San Francisco, CA, 2000. Morgan Kaufmann Publishers.
    • (2000) Uncertainty in Artificial Intelligence: Proceedings of the Sixteenth Conference (UAI-2000) , pp. 72-81
    • Cheng, J.1    Druzdzel, M.J.2
  • 8
  • 11
    • 10844292762 scopus 로고    scopus 로고
    • Remark on Algorithm 659: Implementing Soboĺ's quasirandom sequence generator
    • March
    • S. Joe and F. Y. Kuo. Remark on Algorithm 659: Implementing Soboĺ's quasirandom sequence generator. ACM Transactions on Mathematical Software, 29(1):49-57, March 2003.
    • (2003) ACM Transactions on Mathematical Software , vol.29 , Issue.1 , pp. 49-57
    • Joe, S.1    Kuo, F.Y.2
  • 14
    • 0032097787 scopus 로고    scopus 로고
    • Parallel linear congruential generators with prime moduli
    • M. Mascagni. Parallel linear congruential generators with prime moduli. Parallel Computing, 24:923-936, 1998.
    • (1998) Parallel Computing , vol.24 , pp. 923-936
    • Mascagni, M.1
  • 15
    • 10644261506 scopus 로고    scopus 로고
    • Parallel linear congruential generators with Sophie-Germain moduli
    • M. Mascagni and H. Chi. Parallel linear congruential generators with Sophie-Germain moduli. Parallel Computing, 30:1217-1231, 2004.
    • (2004) Parallel Computing , vol.30 , pp. 1217-1231
    • Mascagni, M.1    Chi, H.2
  • 16
    • 0000382131 scopus 로고    scopus 로고
    • On the 12-discrepancy for anchored boxes
    • J. Matousek. On the 12-discrepancy for anchored boxes. Journal of Complexity, 14:527-556, 1998.
    • (1998) Journal of Complexity , vol.14 , pp. 527-556
    • Matousek, J.1
  • 17
    • 0039335345 scopus 로고
    • The full monte
    • B. Moro. The full monte. Risk, 8(2) (February):57-58, 1995.
    • (1995) Risk , vol.8 , Issue.2 FEBRUARY , pp. 57-58
    • Moro, B.1
  • 20
    • 0029692966 scopus 로고
    • Faster valuation of financial derivatives
    • Fall
    • S. H. Paskov and J. F. Traub. Faster valuation of financial derivatives. J. Portfolio Management, 22(1):113-120, Fall 1995.
    • (1995) J. Portfolio Management , vol.22 , Issue.1 , pp. 113-120
    • Paskov, S.H.1    Traub, J.F.2
  • 21
    • 49949136136 scopus 로고
    • On the distribution of points in a cube and the approximate evaluation of integrals
    • I.M. Soboĺ. On the distribution of points in a cube and the approximate evaluation of integrals. USSR Comput. Math. and Math. Phy., 7(4):86-112, 1967.
    • (1967) USSR Comput. Math. and Math. Phy. , vol.7 , Issue.4 , pp. 86-112
    • Soboĺ, I.M.1
  • 22
    • 49349129696 scopus 로고
    • Uniformly distributed sequences with additional uniformity properties
    • I.M. Soboĺ. Uniformly distributed sequences with additional uniformity properties. USSR Comput. Math. and Math. Phy., 16:236-242, 1976.
    • (1976) USSR Comput. Math. and Math. Phy. , vol.16 , pp. 236-242
    • Soboĺ, I.M.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.