Fast convergence of quasi-Monte Carlo for a class of isotropic integrals (Q4517523): Difference between revisions

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+Implementation and tests of low-discrepancy sequences
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+Multidimensional quadrature algorithms at higher degree and/or dimension
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+Sequences, discrepancies and applications
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+Quasi-Monte Carlo Methods in Numerical Finance
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+Q4003879
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+Toward real-time pricing of complex financial derivatives
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+High dimensional integration of smooth functions over cubes
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+On an interpolatory method for high dimensional integration
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+Q4218396
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+When are quasi-Monte Carlo algorithms efficient for high dimensional integrals?
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+Q4840937
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+The multivariate normal distribution
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+Q4226567
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+Average case complexity of multivariate integration
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+Publication:4517523