Adaptive integration and approximation over hyper-rectangular regions with applications to basket option pricing (Q3068183): Difference between revisions

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+A new optimal Monte Carlo method for calculating integrals of smooth functions
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+Pricing of arithmetic basket options by conditioning.
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+A new algorithm for adaptive multidimensional integration
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+An iterative computation of approximations on Korobov-like spaces.
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+Quasi-Monte Carlo quadratures for multivariate smooth functions
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+Quasi-Monte Carlo methods and pseudo-random numbers
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+High dimensional integration of smooth functions over cubes
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+Latin supercube sampling for very high-dimensional simulations
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@@ Property / cites work @@
+Lattice Methods for Multiple Integration: Theory, Error Analysis and Examples
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@@ Property / full work available at URL @@
+https://doi.org/10.1515/mcma.2010.011
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+W2048544541
@@ Property / OpenAlex ID: W2048544541 / rank @@
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