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Quasi-Monte Carlo methods have gained traction as a viable alternative to traditional Monte Carlo methods, particularly in finance. Their effective application to real-world problems has spurred the emergence of new research areas, attracting contributions from practitioners and researchers across diverse disciplines. This evolution highlights the growing importance and versatility of these methods in addressing complex challenges.
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Monte Carlo and Quasi-Monte Carlo Sampling, Christiane Lemieux
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- Année de publication
- 2010
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