Selection of papers presented at the IMACS Seminar on Monte Carlo Methods, Math. Comput. Simulation, vol.47, pp.83-518, 1998. ,
Quasi-Monte Carlo Simulation of Discrete-Time Markov Chains on Multidimensional State Spaces, Monte Carlo and Quasi- Monte Carlo Methods, pp.413-429, 2006. ,
DOI : 10.1007/978-3-540-74496-2_24
URL : https://hal.archives-ouvertes.fr/hal-00388460
Editorial, Special Issue: 3rd IMACS Seminar on Monte Carlo Methods, pp.217-571, 2003. ,
DOI : 10.1016/S0378-4754(02)00219-7
Options on the Maximum or the Minimum of Several Assets, The Journal of Financial and Quantitative Analysis, vol.22, issue.3, pp.277-283, 1987. ,
DOI : 10.2307/2330963
Ein direktes Monte-Carlo-Simulationsverfahren und gleichverteilte Folgen zur L??sung der Boltzmann-Gleichung, Computing, vol.38, issue.1-2, pp.41-57, 1989. ,
DOI : 10.1007/BF02238728
Quasi-Monte Carlo Methods for Estimating Transient Measures of Discrete Time Markov Chains ,
DOI : 10.1007/978-3-642-18743-8_20
Comparison of quasi-Monte Carlo-based methods for simulation of Markov chains, Monte Carlo Methods Appl, pp.377-384, 2004. ,
Good Parameters and Implementations for Combined Multiple Recursive Random Number Generators, Operations Research, vol.47, issue.1, pp.159-164, 1999. ,
DOI : 10.1287/opre.47.1.159
Randomized quasi-Monte Carlo simulation of Markov chains with an ordered state space, Monte Carlo and Quasi-Monte Carlo Methods, pp.331-342, 2004. ,
URL : https://hal.archives-ouvertes.fr/hal-00388455
A Randomized Quasi-Monte Carlo Simulation Method for Markov Chains, Operations Research, vol.56, issue.4, pp.958-975, 2008. ,
DOI : 10.1287/opre.1080.0556
URL : https://hal.archives-ouvertes.fr/hal-00388442
Random Number Generation and Quasi-Monte Carlo Methods, 1992. ,
DOI : 10.1137/1.9781611970081