EATCS
2000
13 years 10 months ago
2000
A sub-area of discrepancy theory that has received much attention in computer science recently, is that of explicit constructions of low-discrepancy point sets for various types o...
WSC
1998
13 years 12 months ago
1998
This paper compares Monte Carlo methods, lattice rules, and other low-discrepancy point sets on the problem of evaluating asian options. The combination of these methods with vari...