Heidrun Zellinger

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All published works

Action	Title	Year	Authors
+	On the digits of squares and the distribution of quadratic subsequences of digital sequences	2012	Roswitha Hofer Gerhard Larcher Heidrun Zellinger
+	Calibration of financial models using quasi-Monte Carlo	2011	A. Eichler Gunther Leobacher Heidrun Zellinger
+	On irregularities of distribution of weighted sums-of-digits	2010	Gerhard Larcher Heidrun Zellinger

Common Coauthors

Coauthor	Papers Together
Gerhard Larcher	2
A. Eichler	1
Roswitha Hofer	1
Gunther Leobacher	1

Commonly Cited References

Action	Title	Year	Authors	# of times referenced
+	Random Number Generation and Quasi-Monte Carlo Methods.	1993	Bruce Jay Collings Harald Niederreiter	3
+	Random Number Generation and Quasi-Monte Carlo Methods	1992	Harald Niederreiter	2
+ PDF Chat	On existence and discrepancy of certain digital Niederreiter–Halton sequences	2010	Roswitha Hofer Gerhard Larcher	2
+	DISTRIBUTION PROPERTIES OF GENERALIZED VAN DER CORPUT–HALTON SEQUENCES AND THEIR SUBSEQUENCES	2009	Roswitha Hofer Peter Kritzer Gerhard Larcher Friedrich Pillichshammer	2
+	Uniform distribution of sequences	1974	L. Kuipers Harald Niederreiter	2
+	Newman's phenomenon for generalized Thue–Morse sequences	2007	Michael Drmota Th. Stoll	1
+ PDF Chat	La somme des chiffres des carrés	2009	Christian Mauduit Joël Rivat	1
+	Numerical methods for least squares problems	1996	Åke Björck	1
+ PDF Chat	Walsh Spaces Containing Smooth Functions and Quasi–Monte Carlo Rules of Arbitrary High Order	2008	Josef Dick	1
+	A Convenient Method for Generating Normal Variables	1964	George Marsaglia T. A. Bray	1
+	Path Generation for Quasi-Monte Carlo Simulation of Mortgage-Backed Securities	2000	Fredrik Åkesson John P. Lehoczky	1
+	On the tractability of the Brownian Bridge algorithm	2003	Gerhard Larcher Gunther Leobacher Klaus Scheicher	1
+	Toward real-time pricing of complex financial derivatives	1996	Syoiti Ninomiya Shu Tezuka	1
+	Quasi-Monte Carlo Methods in Numerical Finance	1996	Corwin Joy Phelim P. Boyle Ken Seng Tan	1
+	A Comparison of Some Monte Carlo and Quasi Monte Carlo Techniques for Option Pricing	1998	Peter A. Acworth Mark Broadie Paul Glasserman	1
+	Smoothness and dimension reduction in Quasi-Monte Carlo methods	1996	B.S. Moskowitz Russel E. Caflisch	1
+	A summation formula related to the binary digits	1983	Jean Coquet	1
+ PDF Chat	Generalized (𝑡,𝑠)-sequences, Kronecker-type sequences, and Diophantine approximations of formal Laurent series	1995	Gerhard Larcher Harald Niederreiter	1
+	On the distribution properties of Niederreiter–Halton sequences	2008	Roswitha Hofer	1
+ PDF Chat	The summatory function of the sum-of-digits function on polynomial sequences	2002	Manfred Peter	1
+ PDF Chat	The Sum-of-Digits Function of Squares	2005	Michael Drmota Joël Rivat	1
+ PDF Chat	A Direct Search Algorithm for Optimization with Noisy Function Evaluations	2001	Edward Anderson Michael C. Ferris	1
+	Valuation of a CDO and an <i>n</i> -th to Default CDS Without Monte Carlo Simulation	2004	John C. Hull Alan White	1
+ PDF Chat	Faster Valuation of Financial Derivatives	1995	Spassimir H. Paskov J. F. Traub	1
+	On the Distribution Function of Additive Functions	1946	P. Erdős	1
+	Probability of error deviations for the dependent sampling Monte Carlo methods: Exponential bounds in the uniform norm	2008	O. Kurbanmuradov Karl K. Sabelfeld	1
+	Low-Discrepancy Simulation	2011	Harald Niederreiter	1
+	Valuation of mortgage-backed securities using Brownian bridges to reduce effective dimension	1997	Russel E. Caflisch William J. Morokoff Art B. Owen	1
+	Generalized (t, s)-Sequences, Kronecker-Type Sequences, and Diophantine Approximations of Formal Laurent Series	1995	Gerhard Larcher Harald Niederreiter	1
+	Digital Nets and Sequences	2010	Josef Dick Friedrich Pillichshammer	1
+ PDF Chat	Monte Carlo and Quasi-Monte Carlo Sampling	2009	Christiane Lemieux Vincent Lemieux	1
+	On Subsequences of Niederreiter-Halton Sequences	2009	Roswitha Hofer	1
+	Quasi-Monte Carlo Simulation of Random Walks in Finance	1998	William J. Morokoff Russel E. Caflisch	1
+ PDF Chat	Quasi-Monte Carlo for finance beyond Black--Scholes	2009	Jan Baldeaux	1
+	On the number of binary digits in a multiple of three	1969	Donald J. Newman	1
+	When Are Quasi-Monte Carlo Algorithms Efficient for High Dimensional Integrals?	1998	Ian H. Sloan Henryk Woźniakowski	1
+	Average growth-behavior and distribution properties of generalized weighted digit-block-counting functions	2007	Roswitha Hofer Gerhard Larcher Friedrich Pillichshammer	1