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

Johann S. BrauchartJosef DickLou Fang
Published in: J. Comput. Appl. Math. (2015)
Keyphrases
  • decision making
  • spatial information
  • spatio temporal
  • spatial data
  • low discrepancy sequences
  • spatial and temporal
  • spatial databases
  • spatial distribution
  • linear program
  • risk management
  • financial services