Adaptive radial-based direction sampling: Some flexible and robust Monte Carlo integration methods

C.S. Bos, L.J. Bauwens, H.K. van Dijk, R.D. van Oest

Research output: Working paper › Professional

Name	Erasmus Universiteit Rotterdam
No.	EI2003-32

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title = "Adaptive radial-based direction sampling: Some flexible and robust Monte Carlo integration methods",

author = "C.S. Bos and L.J. Bauwens and {van Dijk}, H.K. and {van Oest}, R.D.",

year = "2003",

language = "English",

series = "Erasmus Universiteit Rotterdam",

publisher = "Econometrie (ECTRIE)",

number = "EI2003-32",

type = "WorkingPaper",

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T1 - Adaptive radial-based direction sampling: Some flexible and robust Monte Carlo integration methods

AU - Bos, C.S.

AU - Bauwens, L.J.

AU - van Dijk, H.K.

AU - van Oest, R.D.

PY - 2003

Y1 - 2003

M3 - Working paper

T3 - Erasmus Universiteit Rotterdam

BT - Adaptive radial-based direction sampling: Some flexible and robust Monte Carlo integration methods

PB - Econometrie (ECTRIE)

CY - Rotterdam

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