On the Scrambled Soboĺ Sequence

Author:

Chi Hongmei,Beerli Peter,Evans Deidre W.,Mascagni Michael

Publisher

Springer Berlin Heidelberg

Reference23 articles.

1. Lecture Notes in Computer Science;E. Atanassov,2003

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3. Boyle, P.: New life forms on the option landscape. Journal of Financial Engineering 2(3), 217–252 (1992)

4. Bratley, P., Fox, B.: Algorithm 659: Implementing soboĺ’s quasirandom sequnence generator. ACM Trans. on Mathematical Software 14(1), 88–100 (1988)

5. Cheng, J., Druzdzel, M.J.: Computational investigation of low-discrepancy sequences in simulation algorithms for bayesian networks. In: Uncertainty in Artificial Intelligence: Proceedings of the Sixteenth Conference (UAI 2000), pp. 72–81. Morgan Kaufmann Publishers, San Francisco (2000)

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