… Suppose that we are using the crude :Ionte Carlo method to evaluate the mathematical …
With respect to cd the best method for generating random variates is the method of inverse …

… The resulting quadrature method, called quasi-Monte Carlo, has a convergence rate of
approximately O((log N^N'1). For quasi-Monte Carlo, both theoretical error estimates and …

… the Las Vegas method, but several of the coinventors of the method were of European … )
and they preferred Monte Carlo to Las Vegas. The Monte Carlo method is a widely applicable …

… popular alternative to Monte Carlo methods over the last two … using quasi–Monte Carlo
sampling in practice. The first part of the book focuses on issues related to Monte Carlo methods—…

… Abstract We review the basic principles of quasi-Monte Carlo (QMC) methods, the
randomizations that turn them into variance-reduction techniques, the integration error and variance …

… In this paper we introduce quasi-Monte ‘Carlo methods and … quasi-Monte Carlo methods
are more efficient for obtaining prices and price sensitivities than standard Monte Carlo methods…

… than that which is claimed by the Monte Carlo method. In the case of two dimensions, …
within its own limitations--use of the Monte Carlo method, it seems essential to look for a …

… We survey some of the recent developments on quasi-Monte Carlo (QMC) methods, which,
… to the Monte Carlo (MC) method. Our main focus is the applicability of these methods to …

This volume represents the refereed proceedings of the Seventh International Conference
on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing, which was held at …

… Carlo methods. This development has gone hand in hand with accelerated progress in the
theory of quasi-Monte Carlo methods. … have brought quasi-Monte Carlo methods into the …