Spatial low-discrepancy sequences, spherical cone discrepancy, and applications in financial modeling

• Johann S. Brauchart ^[2] ; Josef Dick ^[2] ; Lou Fang ^[1]
  1. [1] Tsinghua University

     Tsinghua University

     China

     
  2. [2] University of New South Wales, Australia
• Localización: Journal of computational and applied mathematics, ISSN 0377-0427, Vol. 286, Nº 1 (1 October 2015), 2015, págs. 28-53
• Idioma: inglés
• DOI: 10.1016/j.cam.2015.02.023
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