{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2026,2,20]],"date-time":"2026-02-20T04:15:18Z","timestamp":1771560918035,"version":"3.50.1"},"publisher-location":"Berlin, Heidelberg","reference-count":23,"publisher":"Springer Berlin Heidelberg","isbn-type":[{"value":"9783540260448","type":"print"},{"value":"9783540321187","type":"electronic"}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":[],"published-print":{"date-parts":[[2005]]},"DOI":"10.1007\/11428862_105","type":"book-chapter","created":{"date-parts":[[2010,4,9]],"date-time":"2010-04-09T13:59:23Z","timestamp":1270821563000},"page":"775-782","source":"Crossref","is-referenced-by-count":11,"title":["On the Scrambled Sobo\u013a Sequence"],"prefix":"10.1007","author":[{"given":"Hongmei","family":"Chi","sequence":"first","affiliation":[]},{"given":"Peter","family":"Beerli","sequence":"additional","affiliation":[]},{"given":"Deidre W.","family":"Evans","sequence":"additional","affiliation":[]},{"given":"Michael","family":"Mascagni","sequence":"additional","affiliation":[]}],"member":"297","reference":[{"key":"105_CR1","series-title":"Lecture Notes in Computer Science","doi-asserted-by":"publisher","first-page":"83","DOI":"10.1007\/3-540-36487-0_8","volume-title":"Numerical Methods and Applications","author":"E. Atanassov","year":"2003","unstructured":"Atanassov, E.: A new efficient algorithm for generating the scrambled sobo\u013a sequence. In: Dimov, I.T., Lirkov, I., Margenov, S., Zlatev, Z. (eds.) NMA 2002. LNCS, vol.\u00a02542, pp. 83\u201390. Springer, Heidelberg (2003)"},{"key":"105_CR2","doi-asserted-by":"publisher","first-page":"637","DOI":"10.1086\/260062","volume":"81","author":"F. Black","year":"1973","unstructured":"Black, F., Scholes, M.: The pricing of options and corporate liabilities. Journal of Political Economy\u00a081, 637\u2013659 (1973)","journal-title":"Journal of Political Economy"},{"issue":"3","key":"105_CR3","first-page":"217","volume":"2","author":"P. Boyle","year":"1992","unstructured":"Boyle, P.: New life forms on the option landscape. Journal of Financial Engineering\u00a02(3), 217\u2013252 (1992)","journal-title":"Journal of Financial Engineering"},{"issue":"1","key":"105_CR4","doi-asserted-by":"publisher","first-page":"88","DOI":"10.1145\/42288.214372","volume":"14","author":"P. Bratley","year":"1988","unstructured":"Bratley, P., Fox, B.: Algorithm 659: Implementing sobo\u013a\u2019s quasirandom sequnence generator. ACM Trans. on Mathematical Software\u00a014(1), 88\u2013100 (1988)","journal-title":"ACM Trans. on Mathematical Software"},{"key":"105_CR5","first-page":"72","volume-title":"Uncertainty in Artificial Intelligence: Proceedings of the Sixteenth Conference (UAI 2000)","author":"J. Cheng","year":"2000","unstructured":"Cheng, J., Druzdzel, M.J.: Computational investigation of low-discrepancy sequences in simulation algorithms for bayesian networks. In: Uncertainty in Artificial Intelligence: Proceedings of the Sixteenth Conference (UAI 2000), pp. 72\u201381. Morgan Kaufmann Publishers, San Francisco (2000)"},{"key":"105_CR6","doi-asserted-by":"crossref","unstructured":"Chi, H., Mascagni, M., Warnock, T.: On the optimal Halton sequences. Mathematics and Computers in Simulation (2005) (to appear)","DOI":"10.1016\/j.matcom.2005.03.004"},{"key":"105_CR7","doi-asserted-by":"publisher","first-page":"24","DOI":"10.1137\/0907002","volume":"7","author":"G.A. Fishman","year":"1986","unstructured":"Fishman, G.A., Moore, L.R.: An exhaustive analysis of multiplicative congruential random number generators with modulus 231\u2212\u20091. SIAM J. Sci. Stat. Comput.\u00a07, 24\u201345 (1986)","journal-title":"SIAM J. Sci. Stat. Comput."},{"issue":"2","key":"105_CR8","doi-asserted-by":"publisher","first-page":"95","DOI":"10.1145\/779359.779360","volume":"29","author":"H.S. Hong","year":"2003","unstructured":"Hong, H.S., Hickernell, F.J.: Algorithm 823: Implementing scrambled digital sequences. ACM Transactions on Mathematical Software\u00a029(2), 95\u2013109 (2003)","journal-title":"ACM Transactions on Mathematical Software"},{"key":"105_CR9","volume-title":"Options, Future and Other Derivative Secutrities","author":"J. Hull","year":"2000","unstructured":"Hull, J.: Options, Future and Other Derivative Secutrities. Prentice-Hall, New York (2000)"},{"key":"105_CR10","volume-title":"Monte Carlo Methods in Finance","author":"P. Jackel","year":"2002","unstructured":"Jackel, P.: Monte Carlo Methods in Finance. John Wiley and Sons, New York (2002)"},{"issue":"1","key":"105_CR11","doi-asserted-by":"publisher","first-page":"49","DOI":"10.1145\/641876.641879","volume":"29","author":"S. Joe","year":"2003","unstructured":"Joe, S., Kuo, F.Y.: Remark on Algorithm 659: Implementing Sobo\u013a\u2019s quasirandom sequence generator. ACM Transactions on Mathematical Software\u00a029(1), 49\u201357 (2003)","journal-title":"ACM Transactions on Mathematical Software"},{"key":"105_CR12","volume-title":"Seminumerical Algorithms","author":"D.E. Knuth","year":"1997","unstructured":"Knuth, D.E.: The Art of Computer Programming. In: Seminumerical Algorithms, vol.\u00a02. Addison-Wesley, Reading (1997)"},{"key":"105_CR13","doi-asserted-by":"crossref","DOI":"10.1017\/CBO9781139172769","volume-title":"Introduction to Finite Fields and Their Applications","author":"R. Lidl","year":"1994","unstructured":"Lidl, R., Niederreiter, H.: Introduction to Finite Fields and Their Applications. Cambridge University Press, Cambridge (1994)"},{"key":"105_CR14","doi-asserted-by":"publisher","first-page":"923","DOI":"10.1016\/S0167-8191(98)00010-6","volume":"24","author":"M. Mascagni","year":"1998","unstructured":"Mascagni, M.: Parallel linear congruential generators with prime moduli. Parallel Computing\u00a024, 923\u2013936 (1998)","journal-title":"Parallel Computing"},{"key":"105_CR15","doi-asserted-by":"publisher","first-page":"1217","DOI":"10.1016\/j.parco.2004.08.002","volume":"30","author":"M. Mascagni","year":"2004","unstructured":"Mascagni, M., Chi, H.: Parallel linear congruential generators with Sophie-Germain moduli. Parallel Computing\u00a030, 1217\u20131231 (2004)","journal-title":"Parallel Computing"},{"key":"105_CR16","doi-asserted-by":"publisher","first-page":"527","DOI":"10.1006\/jcom.1998.0489","volume":"14","author":"J. Matousek","year":"1998","unstructured":"Matousek, J.: On the l2-discrepancy for anchored boxes. Journal of Complexity\u00a014, 527\u2013556 (1998)","journal-title":"Journal of Complexity"},{"issue":"2","key":"105_CR17","first-page":"57","volume":"8","author":"B. Moro","year":"1995","unstructured":"Moro, B.: The full monte. Risk\u00a08(2), 57\u201358 (1995)","journal-title":"Risk"},{"key":"105_CR18","doi-asserted-by":"publisher","first-page":"1251","DOI":"10.1137\/0915077","volume":"15","author":"W.J. Morokoff","year":"1994","unstructured":"Morokoff, W.J., Caflish, R.E.: Quasirandom sequences and their discrepancy. SIAM Journal on Scientific Computing\u00a015, 1251\u20131279 (1994)","journal-title":"SIAM Journal on Scientific Computing"},{"key":"105_CR19","doi-asserted-by":"crossref","unstructured":"Owen, A.B.: Randomly permuted(t,m,s)-netsand (t,s)-sequences. In: Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing. Lecture Notes in Statistics, vol.\u00a0106, pp. 299\u2013317 (1995)","DOI":"10.1007\/978-1-4612-2552-2_19"},{"issue":"1","key":"105_CR20","doi-asserted-by":"publisher","first-page":"113","DOI":"10.3905\/jpm.1995.409541","volume":"22","author":"S.H. Paskov","year":"1995","unstructured":"Paskov, S.H., Traub, J.F.: Faster valuation of financial derivatives. J. Portfolio Management\u00a022(1), 113\u2013120 (Fall 1995)","journal-title":"J. Portfolio Management"},{"issue":"4","key":"105_CR21","doi-asserted-by":"publisher","first-page":"86","DOI":"10.1016\/0041-5553(67)90144-9","volume":"7","author":"I.M. Sobo\u013a","year":"1967","unstructured":"Sobo\u013a, I.M.: On the distribution of points in a cube and the approximate evaluation of integrals. USSR Comput. Math. and Math. Phy.\u00a07(4), 86\u2013112 (1967)","journal-title":"USSR Comput. Math. and Math. Phy."},{"key":"105_CR22","doi-asserted-by":"crossref","first-page":"236","DOI":"10.1016\/0041-5553(76)90154-3","volume":"16","author":"I.M. Sobo\u013a","year":"1976","unstructured":"Sobo\u013a, I.M.: Uniformly distributed sequences with additional uniformity properties. USSR Comput. Math. and Math. Phy.\u00a016, 236\u2013242 (1976)","journal-title":"USSR Comput. Math. and Math. Phy."},{"key":"105_CR23","doi-asserted-by":"crossref","DOI":"10.1007\/978-1-4615-2317-8","volume-title":"Uniform Random Numbers, Theory and Practice","author":"S. Tezuka","year":"1995","unstructured":"Tezuka, S.: Uniform Random Numbers, Theory and Practice. Kluwer Academic Publishers, IBM Japan (1995)"}],"container-title":["Lecture Notes in Computer Science","Computational Science \u2013 ICCS 2005"],"original-title":[],"link":[{"URL":"http:\/\/link.springer.com\/content\/pdf\/10.1007\/11428862_105","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2019,5,27]],"date-time":"2019-05-27T23:39:31Z","timestamp":1559000371000},"score":1,"resource":{"primary":{"URL":"http:\/\/link.springer.com\/10.1007\/11428862_105"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2005]]},"ISBN":["9783540260448","9783540321187"],"references-count":23,"URL":"https:\/\/doi.org\/10.1007\/11428862_105","relation":{},"ISSN":["0302-9743","1611-3349"],"issn-type":[{"value":"0302-9743","type":"print"},{"value":"1611-3349","type":"electronic"}],"subject":[],"published":{"date-parts":[[2005]]}}}