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

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-Michael Griebel
@@ Property / author: Michael Griebel / rank @@
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+Michael Griebel
@@ Property / author: Michael Griebel / rank @@
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+https://doi.org/10.1007/s10915-012-9626-3
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+W1997059460
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+A New Error Estimate of the Fast Gauss Transform
@@ Property / cites work: A New Error Estimate of the Fast Gauss Transform / rank @@
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+Q4355907
@@ Property / cites work: Q4355907 / rank @@
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@@ Property / cites work @@
+Application of the Fast Gauss Transform to Option Pricing
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@@ Property / cites work @@
+A Double-Exponential Fast Gauss Transform Algorithm for Pricing Discrete Path-Dependent Options
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@@ Property / cites work @@
+A fast algorithm for particle simulations
@@ Property / cites work: A fast algorithm for particle simulations / rank @@
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@@ Property / cites work @@
+The Fast Gauss Transform
@@ Property / cites work: The Fast Gauss Transform / rank @@
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@@ Property / cites work @@
+Q5708087
@@ Property / cites work: Q5708087 / rank @@
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+Fast summation of radial functions on the sphere
@@ Property / cites work: Fast summation of radial functions on the sphere / rank @@
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+Q3427344
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+Mersenne twister
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+The Fast Generalized Gauss Transform
@@ Property / cites work: The Fast Generalized Gauss Transform / rank @@
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@@ Property / cites work @@
+Multidimensional Fast Gauss Transforms by Chebyshev Expansions
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@@ links / mardi / name / links / mardi / name @@
+Publication:2392140