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

Johann Brauchart, Josef Dick, Lou Fang

Research output: Contribution to journalArticlepeer-review

Original languageEnglish
Pages (from-to)28-53
JournalJournal of Computational and Applied Mathematics
Publication statusPublished - 2015

Fields of Expertise

  • Information, Communication & Computing

Treatment code (Nähere Zuordnung)

  • Theoretical
  • Basic - Fundamental (Grundlagenforschung)

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