Printed from https://ideas.repec.org/b/spr/sprbok/978-3-642-18743-8.html
Monte Carlo and Quasi-Monte Carlo Methods 2002
Editor
Listed:
- Harald Niederreiter(National University of Singapore, Department of Mathematics)
Abstract
No abstract is available for this item.
Individual chapters are listed in the "Chapters" tab
Suggested Citation
DOI: 10.1007/978-3-642-18743-8
Download full text from publisher
To our knowledge, this item is not available for download. To find whether it is available, there are three options:1. Check below whether another version of this item is available online.
2. Check on the provider's web page whether it is in fact available.
3. Perform a for a similarly titled item that would be available.
Book Chapters
The following chapters of this book are listed in IDEAS- Phelim P. Boyle, 2004. "Finance: A Fertile Field for Applications of MC and QMC," Springer Books, in: Harald Niederreiter (ed.), Monte Carlo and Quasi-Monte Carlo Methods 2002, pages 1-26, Springer.
- Stefan Heinrich & Erich Novak & Harald Pfeiffer, 2004. "How Many Random Bits Do We Need for Monte Carlo Integration?," Springer Books, in: Harald Niederreiter (ed.), Monte Carlo and Quasi-Monte Carlo Methods 2002, pages 27-49, Springer.
- Fred J. Hickernell & Ian H. Sloan & Grzegorz W. Wasilkowski, 2004. "On Tractability of Weighted Integration for Certain Banach Spaces of Functions," Springer Books, in: Harald Niederreiter (ed.), Monte Carlo and Quasi-Monte Carlo Methods 2002, pages 51-71, Springer.
- Pierre L’Ecuyer, 2004. "Polynomial Integration Lattices," Springer Books, in: Harald Niederreiter (ed.), Monte Carlo and Quasi-Monte Carlo Methods 2002, pages 73-98, Springer.
- Vincent Plagnol & Simon Tavaré, 2004. "Approximate Bayesian Computation and MCMC," Springer Books, in: Harald Niederreiter (ed.), Monte Carlo and Quasi-Monte Carlo Methods 2002, pages 99-113, Springer.
- Denis Talay, 2004. "New Challenges for the Simulation of Stochastic Processes," Springer Books, in: Harald Niederreiter (ed.), Monte Carlo and Quasi-Monte Carlo Methods 2002, pages 115-127, Springer.
- Wolfgang Wagner, 2004. "Stochastic Models and Monte Carlo Algorithms for Boltzmann Type Equations," Springer Books, in: Harald Niederreiter (ed.), Monte Carlo and Quasi-Monte Carlo Methods 2002, pages 129-153, Springer.
- Chaoping Xing & Harald Niederreiter, 2004. "Digital Nets, Duality, and Algebraic Curves," Springer Books, in: Harald Niederreiter (ed.), Monte Carlo and Quasi-Monte Carlo Methods 2002, pages 155-166, Springer.
- Lih-Yuan Deng, 2004. "Generalized Mersenne Prime Number and Its Application to Random Number Generation," Springer Books, in: Harald Niederreiter (ed.), Monte Carlo and Quasi-Monte Carlo Methods 2002, pages 167-180, Springer.
- Josef Dick & Frances Y. Kuo, 2004. "Constructing Good Lattice Rules with Millions of Points," Springer Books, in: Harald Niederreiter (ed.), Monte Carlo and Quasi-Monte Carlo Methods 2002, pages 181-197, Springer.
- Gerhard Dorfer & Arne Winterhof, 2004. "Lattice Structure of Nonlinear Pseudorandom Number Generators in Parts of the Period," Springer Books, in: Harald Niederreiter (ed.), Monte Carlo and Quasi-Monte Carlo Methods 2002, pages 199-211, Springer.
- Paul Glasserman & Bin Yu, 2004. "Simulation for American Options: Regression Now or Regression Later?," Springer Books, in: Harald Niederreiter (ed.), Monte Carlo and Quasi-Monte Carlo Methods 2002, pages 213-226, Springer.
- Carole K. Hayakawa & Jerome Spanier, 2004. "Perturbation Monte Carlo Methods for the Solution of Inverse Problems," Springer Books, in: Harald Niederreiter (ed.), Monte Carlo and Quasi-Monte Carlo Methods 2002, pages 227-241, Springer.
- Stefan Heinrich & Marek Kwas & Henryk Woźniakowski, 2004. "Quantum Boolean Summation with Repetitions in the Worst-Average Setting," Springer Books, in: Harald Niederreiter (ed.), Monte Carlo and Quasi-Monte Carlo Methods 2002, pages 243-258, Springer.
- Fred J. Hickernell & Ian H. Sloan & Grzegorz W. Wasilkowski, 2004. "The Strong Tractability of Multivariate Integration Using Lattice Rules," Springer Books, in: Harald Niederreiter (ed.), Monte Carlo and Quasi-Monte Carlo Methods 2002, pages 259-273, Springer.
- Junichi Imai & Ken Seng Tan, 2004. "Minimizing Effective Dimension Using Linear Transformation," Springer Books, in: Harald Niederreiter (ed.), Monte Carlo and Quasi-Monte Carlo Methods 2002, pages 275-292, Springer.
- Stephen Joe, 2004. "Component by Component Construction of Rank-1 Lattice Rules HavingO(n -1(In(n))d) Star Discrepancy," Springer Books, in: Harald Niederreiter (ed.), Monte Carlo and Quasi-Monte Carlo Methods 2002, pages 293-298, Springer.
- Alexander Keller, 2004. "Stratification by Rank-1 Lattices," Springer Books, in: Harald Niederreiter (ed.), Monte Carlo and Quasi-Monte Carlo Methods 2002, pages 299-313, Springer.
- Gerhard Larcher & Friedrich Pillichshammer, 2004. "Walsh Series Analysis of the Star Discrepancy of Digital Nets and Sequences," Springer Books, in: Harald Niederreiter (ed.), Monte Carlo and Quasi-Monte Carlo Methods 2002, pages 315-327, Springer.
- Christian Lécot & Bruno Tuffin, 2004. "Quasi-Monte Carlo Methods for Estimating Transient Measures of Discrete Time Markov Chains," Springer Books, in: Harald Niederreiter (ed.), Monte Carlo and Quasi-Monte Carlo Methods 2002, pages 329-343, Springer.
- Michael Mascagni & Aneta Karaivanova & Chi-Ok Hwang, 2004. "Quasi-Monte Carlo Methods for Elliptic BVPs," Springer Books, in: Harald Niederreiter (ed.), Monte Carlo and Quasi-Monte Carlo Methods 2002, pages 345-355, Springer.
- Hozumi Morohosi & Tatsuo Oyama, 2004. "Stable Connectivity of Networks and Its Monte Carlo Estimation," Springer Books, in: Harald Niederreiter (ed.), Monte Carlo and Quasi-Monte Carlo Methods 2002, pages 357-366, Springer.
- François Panneton & Pierre L’Ecuyer, 2004. "Random Number Generators Based on Linear Recurrences in $$ \mathbb{F}_{2^w } $$," Springer Books, in: Harald Niederreiter (ed.), Monte Carlo and Quasi-Monte Carlo Methods 2002, pages 367-377, Springer.
- Filip Pistovčák & Thomas Breuer, 2004. "Using Quasi-Monte Carlo Scenarios in Risk Management," Springer Books, in: Harald Niederreiter (ed.), Monte Carlo and Quasi-Monte Carlo Methods 2002, pages 379-392, Springer.
- Rudolf Schürer, 2004. "Adaptive Quasi-Monte Carlo Integration Based on MISER and VEGAS," Springer Books, in: Harald Niederreiter (ed.), Monte Carlo and Quasi-Monte Carlo Methods 2002, pages 393-406, Springer.
- Ian H. Sloan & Henryk Woźniakowski, 2004. "When Does Monte Carlo Depend Polynomially on the Number of Variables?," Springer Books, in: Harald Niederreiter (ed.), Monte Carlo and Quasi-Monte Carlo Methods 2002, pages 407-437, Springer.
- Jerome Spanier & Rong Kong, 2004. "A New Adaptive Method for Geometric Convergence," Springer Books, in: Harald Niederreiter (ed.), Monte Carlo and Quasi-Monte Carlo Methods 2002, pages 439-449, Springer.
- Shu Tezuka, 2004. "Polynomial Arithmetic Analogue of Hickernell Sequences," Springer Books, in: Harald Niederreiter (ed.), Monte Carlo and Quasi-Monte Carlo Methods 2002, pages 451-459, Springer.
Corrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:sprbok:978-3-642-18743-8. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
We have no bibliographic references for this item. You can help adding them by using this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.