Strategies for Quasi-Monte Carlo

Quasi-Monte Carlo methods are explored in this comprehensive guide, focusing on their application in numerical integration and high-dimensional problems. The book delves into various strategies and techniques, emphasizing the importance of low-discrepancy sequences and their advantages over traditional Monte Carlo methods. It includes theoretical foundations, practical algorithms, and case studies, making it valuable for researchers and practitioners in fields such as finance, engineering, and computational science. The text aims to enhance understanding and implementation of these advanced computational techniques.