Implementing quasi-Monte Carlo simulations with linear transformations
| Year of publication: |
2011
|
|---|---|
| Authors: | Sabino, Piergiacomo |
| Published in: |
Computational Management Science. - Springer. - Vol. 8.2011, 1, p. 51-74
|
| Publisher: |
Springer |
| Subject: | Effective dimensions | Path-generation techniques | Linear transformations | Quasi-Monte Carlo simulations |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10008925148