On global sensitivity analysis of quasi-Monte Carlo algorithms
- 1 March 2005
- journal article
- Published by Walter de Gruyter GmbH in mcma
- Vol. 11 (1), 83-92
- https://doi.org/10.1163/1569396054027274
Abstract
No abstract availableThis publication has 3 references indexed in Scilit:
- Global sensitivity indices for nonlinear mathematical models and their Monte Carlo estimatesMathematics and Computers in Simulation, 2001
- Valuation of mortgage-backed securities using Brownian bridges to reduce effective dimensionJournal of Computational Finance, 1997
- Smoothness and dimension reduction in Quasi-Monte Carlo methodsMathematical and Computer Modelling, 1996