Monte Carlo and Quasi-Monte Carlo Methods 2006

  • Alexander Keller
  • Stefan Heinrich
  • Harald Niederreiter

Table of contents

  1. Front Matter
    Pages I-X
  2. Invited Articles

  3. Contributed Articles

    1. Jakob Creutzig, Mikhail Lifshits
      Pages 195-204
    2. Holger Dammertz, Alexander Keller, Sabrina Dammertz
      Pages 205-216
    3. Sabrina Dammertz, Alexander Keller
      Pages 217-236
    4. Kristian Debrabant, Andreas Rößlers
      Pages 237-250
    5. Lih-Yuan Deng, Huajiang Li, Jyh-Jen Horng Shiau, Gwei-Hung Tsai
      Pages 263-273
    6. Josef Dick, Peter Kritzer, Prances Y. Kuo
      Pages 275-297
    7. Michael Gnewuch, Henryk Wozniakowski
      Pages 359-381
    8. Leonhard Grünschloß, Johannes Hanika, Ronnie Schwede, Alexander Keller
      Pages 397-412
    9. Rami El Haddad, Christian Lécot, Pierre L’Ecuyer
      Pages 413-429
    10. Carole Hayakawa, Jerome Spanier, Vasan Venugopalan
      Pages 431-443
    11. Stefan Heinrich
      Pages 445-459
    12. Fred Hickernell, Greg Wasilkowski, Henryk Woźniakowski
      Pages 461-493
    13. Heinz Hofbauer, Andreas Uhl, Peter Zinterhof
      Pages 495-510
    14. Heinz Hofbauer, Andreas Uhl, Peter Zinterhof
      Pages 511-528
    15. Jonathan Keith, George Sofronov, Dirk Kroese
      Pages 537-547
    16. Peter Kritzer, Friedrich Pillichshammer
      Pages 549-560
    17. Matthias Raab, Daniel Seibert, Alexander Keller
      Pages 591-605
    18. Nicolae Suciu, Călin Vamos, Karl Sabelfeld
      Pages 659-668
    19. Carsten Wächter, Alexander Keller
      Pages 669-684
  4. Back Matter
    Pages 685-698

About these proceedings


This book represents the refereed proceedings of the Seventh International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing, held in Ulm (Germany) in August 2006. The proceedings include carefully selected papers on many aspects of Monte Carlo and quasi-Monte Carlo methods and their applications, as well as providing information on current research in these very active areas. Besides covering theory, the book is an excellent resource work for practitioners as well.


Excel computer graphics mathematical finance monte carlo methods quasi-monte carlo methods scientific computing simulation methods

Editors and affiliations

  • Alexander Keller
    • 1
  • Stefan Heinrich
    • 2
  • Harald Niederreiter
    • 3
  1. 1.Department of Computer ScienceUlm UniversityUlmGermany
  2. 2.Department of Computer ScienceUniversity of KaiserslauternKaiserslauternGermany
  3. 3.Department of MathematicsNational University of SingaporeSingaporeRepublic of Singapore

Bibliographic information