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New Inputs and Methods for Markov Chain Quasi-Monte Carlo

201212 citationsBook Chapter

Authors

Su Chen · Stanford University

Makoto Matsumoto · The University of Tokyo

Takuji Nishimura · Yamagata University Hospital

Art B. Owen · Stanford University

Topics & Keywords

Mathematical Approximation and Integration Financial Risk and Volatility Modeling Markov Chains and Monte Carlo Methods

Publication Details

Published in: Springer proceedings in mathematics & statistics

DOI: 10.1007/978-3-642-27440-4_15

Field-Weighted Citation Impact: 2.71

New Inputs and Methods for Markov Chain Quasi-Monte Carlo | Researchclopedia