Quasi-Monte Carlo methods for mixture distributions and approximated distributions via piecewise linear interpolation

Tiangang Cui, Josef Dick, Friedrich Pillichshammer*

*Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

Original languageEnglish
Article number10
Number of pages44
JournalAdvances in Computational Mathematics
Volume51
Issue number1
DOIs
Publication statusPublished - Feb 2025

Fields of science

  • 101 Mathematics
  • 101007 Financial mathematics
  • 101019 Stochastics
  • 101025 Number theory

JKU Focus areas

  • Digital Transformation

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