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Implementing quasi-Monte Carlo simulations with linear transformations.

Piergiacomo Sabino
Published in: Comput. Manag. Sci. (2011)
Keyphrases
  • monte carlo simulation
  • linear transformations
  • linear transformation
  • monte carlo
  • markov chain
  • linear model
  • parameter space
  • locally optimal
  • pairwise
  • regression model
  • boundary element method