Fast approximation of the discrete Gauss transform in higher dimensions (Q2392140): Difference between revisions

@@ Property / author @@
+Michael Griebel
@@ Property / author: Michael Griebel / rank @@
+Normal rank
@@ Property / describes a project that uses @@
+MersenneTwister
@@ Property / describes a project that uses: MersenneTwister / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1007/s10915-012-9626-3
+Normal rank
@@ Property / OpenAlex ID @@
+W1997059460
@@ Property / OpenAlex ID: W1997059460 / rank @@
+Normal rank
@@ Property / cites work @@
+A New Error Estimate of the Fast Gauss Transform
@@ Property / cites work: A New Error Estimate of the Fast Gauss Transform / rank @@
+Normal rank
@@ Property / cites work @@
+Q4355907
@@ Property / cites work: Q4355907 / rank @@
+Normal rank
@@ Property / cites work @@
+Application of the Fast Gauss Transform to Option Pricing
+Normal rank
@@ Property / cites work @@
+A Double-Exponential Fast Gauss Transform Algorithm for Pricing Discrete Path-Dependent Options
+Normal rank
@@ Property / cites work @@
+A fast algorithm for particle simulations
@@ Property / cites work: A fast algorithm for particle simulations / rank @@
+Normal rank
@@ Property / cites work @@
+The Fast Gauss Transform
@@ Property / cites work: The Fast Gauss Transform / rank @@
+Normal rank
@@ Property / cites work @@
+Q5708087
@@ Property / cites work: Q5708087 / rank @@
+Normal rank
@@ Property / cites work @@
+Fast summation of radial functions on the sphere
@@ Property / cites work: Fast summation of radial functions on the sphere / rank @@
+Normal rank
@@ Property / cites work @@
+Q3427344
@@ Property / cites work: Q3427344 / rank @@
+Normal rank
@@ Property / cites work @@
+Mersenne twister
@@ Property / cites work: Mersenne twister / rank @@
+Normal rank
@@ Property / cites work @@
+The Fast Generalized Gauss Transform
@@ Property / cites work: The Fast Generalized Gauss Transform / rank @@
+Normal rank
@@ Property / cites work @@
+Multidimensional Fast Gauss Transforms by Chebyshev Expansions
+Normal rank