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

Johann Brauchart, Josef Dick, Lou Fang

Research output: Contribution to journalArticleResearchpeer-review

Original languageEnglish
Pages (from-to)28-53
JournalJournal of computational and applied mathematics
Volume286
DOIs
Publication statusPublished - 2015

Fields of Expertise

  • Information, Communication & Computing

Treatment code (Nähere Zuordnung)

  • Theoretical
  • Basic - Fundamental (Grundlagenforschung)

Cite this

Spatial low-discrepancy sequences, spherical cone discrepancy, and applications in financial modeling. / Brauchart, Johann; Dick, Josef; Fang, Lou.

In: Journal of computational and applied mathematics, Vol. 286, 2015, p. 28-53.

Research output: Contribution to journalArticleResearchpeer-review

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journal = "Journal of computational and applied mathematics",
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publisher = "Elsevier B.V.",

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