证实 发表于 2025-3-23 11:48:10
0930-0325 eration. We will cover a broad spectrum of questions, from advanced metric number theory to pricing financial derivatives. The Monte Carlo method is one of the most important tools of system modeling. Deterministic algorithms, so-called uniform random number gen erators, are used to produce the inpcrutch 发表于 2025-3-23 15:47:40
http://reply.papertrans.cn/83/8212/821108/821108_12.png没花的是打扰 发表于 2025-3-23 18:44:54
On the Assessment of Random and Quasi-Random Point Sets, deterministic algorithms to generate finite point sets in high dimensions. The quality of the equidistribution of these point sets may have a decisive influence on our numerical results. In this contribution, we will discuss the main concepts to assess equidistribution. In particular, we will preseasthma 发表于 2025-3-24 00:46:08
Lattice Rules: How Well Do They Measure Up?,of . points. Monte Carlo methods choose . randomly and typically obtain an error of 0(N./.). Quasi-Monte Carlo methods attempt to decrease the error by choosing . in a deterministic (or quasi-random) way so that the points are more uniformly spread over the integration domain.Sedative 发表于 2025-3-24 03:00:20
http://reply.papertrans.cn/83/8212/821108/821108_15.pngGlossy 发表于 2025-3-24 08:39:19
Nets, (,)-Sequences, and Algebraic Geometry,unit cube . .. Point sets and sequences with small star discrepancy in I. are informally called ., respectively ., in . It is also customary to speak of sets, respectively sequences, of . in 7.. Such point sets and sequences play a crucial role in applications of numerical quasi-Monte Carlo me删减 发表于 2025-3-24 12:29:34
Financial Applications of Monte Carlo and Quasi-Monte Carlo Methods,loped an elegant mathematical theory for option pricing, financial modeling based on stochastic differential equations has become the theoretical underpinning for the practice of trading financial derivatives. Why theoretical prices derived from such stochastic models are so important in practice ca流逝 发表于 2025-3-24 17:14:09
http://reply.papertrans.cn/83/8212/821108/821108_18.pngInterferons 发表于 2025-3-24 19:29:51
http://reply.papertrans.cn/83/8212/821108/821108_19.pngCRUMB 发表于 2025-3-24 23:19:51
http://reply.papertrans.cn/83/8212/821108/821108_20.png