Sufficient conditions for fast quasi-Monte Carlo convergence (Q1401997): Difference between revisions

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-Anargyros Papageorgiou
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+Anargyros Papageorgiou
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+Normal rank
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+MaRDI publication profile
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+Q4369767
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+Normal rank
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+Sequences, discrepancies and applications
@@ Property / cites work: Sequences, discrepancies and applications / rank @@
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+Quasi-Monte Carlo Methods in Numerical Finance
@@ Property / cites work: Quasi-Monte Carlo Methods in Numerical Finance / rank @@
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+Q4369793
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+Normal rank
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+Q4350437
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+Normal rank
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+Q4003879
@@ Property / cites work: Q4003879 / rank @@
+Normal rank
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+Toward real-time pricing of complex financial derivatives
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+Fast convergence of quasi-Monte Carlo for a class of isotropic integrals
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+Q4218396
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+Normal rank
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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
@@ Property / cites work: The multivariate normal distribution / rank @@
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+Q4226567
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+Average case complexity of multivariate integration
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@@ links / mardi / name / links / mardi / name @@
+Publication:1401997