Accelerating Monte Carlo: quasirandom sequences and variance reduction

• 1 January 1997
• journal article
• Published by Infopro Digital Services Limited in Journal of Computational Finance
• Vol. 1  (2) , 79-95
• https://doi.org/10.21314/jcf.1997.007

Abstract

Keywords

• VARIANCE REDUCTION
• QUASIRANDOM SEQUENCES
• ACCELERATING MONTE CARLO