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Monte Carlo and Quasi-Monte Carlo Methods 2002

Proceedings of a Conference held at the National University of Singapore, Republic of Singapore, November 25–28, 2002

  • Harald Niederreiter

Table of contents

  1. Front Matter
    Pages I-XIX
  2. Stefan Heinrich, Erich Novak, Harald Pfeiffer
    Pages 27-49
  3. Fred J. Hickernell, Ian H. Sloan, Grzegorz W. Wasilkowski
    Pages 51-71
  4. Pierre L’Ecuyer
    Pages 73-98
  5. Vincent Plagnol, Simon Tavaré
    Pages 99-113
  6. Chaoping Xing, Harald Niederreiter
    Pages 155-166
  7. Josef Dick, Frances Y. Kuo
    Pages 181-197
  8. Carole K. Hayakawa, Jerome Spanier
    Pages 227-241
  9. Stefan Heinrich, Marek Kwas, Henryk Woźniakowski
    Pages 243-258
  10. Fred J. Hickernell, Ian H. Sloan, Grzegorz W. Wasilkowski
    Pages 259-273
  11. Junichi Imai, Ken Seng Tan
    Pages 275-292
  12. Alexander Keller
    Pages 299-313
  13. Gerhard Larcher, Friedrich Pillichshammer
    Pages 315-327
  14. Michael Mascagni, Aneta Karaivanova, Chi-Ok Hwang
    Pages 345-355
  15. Hozumi Morohosi, Tatsuo Oyama
    Pages 357-366
  16. François Panneton, Pierre L’Ecuyer
    Pages 367-377
  17. Filip Pistovčák, Thomas Breuer
    Pages 379-392
  18. Ian H. Sloan, Henryk Woźniakowski
    Pages 407-437
  19. Jerome Spanier, Rong Kong
    Pages 439-449

About these proceedings

Keywords

Markov Chain Markov Chains Monte Carlo methods Numerical integration Stochastic Processes Stochastic model Stochastic models algorithms calculus mathematical finance quasi-Monte Carlo methods random number generation scientific computing sets simulation methods

Editors and affiliations

  • Harald Niederreiter
    • 1
  1. 1.Department of MathematicsNational University of SingaporeSingaporeRepublic of Singapore

Bibliographic information

  • DOI https://doi.org/10.1007/978-3-642-18743-8
  • Copyright Information Springer-Verlag Berlin Heidelberg 2004
  • Publisher Name Springer, Berlin, Heidelberg
  • eBook Packages Springer Book Archive
  • Print ISBN 978-3-540-20466-4
  • Online ISBN 978-3-642-18743-8
  • Buy this book on publisher's site