An algorithm to compute the t-value of a digital net and of its projections-Reference-Cited by-同舟云学术

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An algorithm to compute the t-value of a digital net and of its projections

Published:2020-06 Issue: Volume:371 Page:112669
ISSN:0377-0427
Container-title:Journal of Computational and Applied Mathematics
language:en
Short-container-title:Journal of Computational and Applied Mathematics

Author:

Marion Pierre,Godin Maxime,L’Ecuyer Pierre^ORCID

Funder

Natural Sciences and Engineering Research Council of Canada

Publisher

Elsevier BV

Subject

Applied Mathematics,Computational Mathematics

Reference26 articles.

1. Stochastic Simulation;Asmussen,2007

2. Digital Nets and Sequences: Discrepancy Theory and Quasi-Monte Carlo Integration;Dick,2010

3. Quasi-Monte Carlo methods with applications in finance;L’Ecuyer;Finance Stoch.,2009

4. Randomized quasi-Monte Carlo: An introduction for practitioners;L’Ecuyer,2018

5. Random Number Generation and Quasi-Monte Carlo Methods;Niederreiter,1992

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2. A Tool for Custom Construction of QMC and RQMC Point Sets;Springer Proceedings in Mathematics & Statistics;2022

3. Do governmental, technological and organizational factors influence the performance of financial management systems?;Kybernetes;2021-06-08

4. Randomized Quasi‐Monte Carlo;Wiley StatsRef: Statistics Reference Online;2020-11-04

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