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

Research output: Contribution to journal › Article › peer-review

Original language	English
Pages (from-to)	28-53
Journal	Journal of Computational and Applied Mathematics
Volume	286
DOIs	https://doi.org/10.1016/j.cam.2015.02.023
Publication status	Published - 2015

Fields of Expertise

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

author = "Johann Brauchart and Josef Dick and Lou Fang",

year = "2015",

doi = "10.1016/j.cam.2015.02.023",

language = "English",

volume = "286",

pages = "28--53",

journal = "Journal of Computational and Applied Mathematics",

issn = "1879-1778",

publisher = "Elsevier B.V.",

}

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T1 - Spatial low-discrepancy sequences, spherical cone discrepancy, and applications in financial modeling

AU - Brauchart, Johann

AU - Dick, Josef

AU - Fang, Lou

PY - 2015

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U2 - 10.1016/j.cam.2015.02.023

DO - 10.1016/j.cam.2015.02.023

M3 - Article

SN - 1879-1778

VL - 286

SP - 28

EP - 53

JO - Journal of Computational and Applied Mathematics

JF - Journal of Computational and Applied Mathematics

ER -