Sándor, Sándor, Z.; András, P. - Faculteit der Economische Wetenschappen, Erasmus … - 2003
GHK simulator. The sampling methods are randomized versions of some quasi-Monte Carlo samples (Halton, Niederreiter … orthogonal array based Latin hypercube samples). In general, these samples turn out to have a better performance than Monte Carlo … and antithetic Monte Carlo samples. Improvements over these are large for low-dimensional (4 and 10) cases and still …