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

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