Spatial low-discrepancy sequences, spherical cone discrepancy, and applications in financial modeling (Q2345677): Difference between revisions

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+A characterization of Sobolev spaces on the sphere and an extension of Stolarsky's invariance principle to arbitrary smoothness
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+A simple proof of Stolarsky’s invariance principle
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+Sums of Distances Between Points on a Sphere. II
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+Theory of Reproducing Kernels
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+A generalized discrepancy and quadrature error bound
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+A lower bound for the worst-case cubature error on spheres of arbitrary dimension
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+Optimal lower bounds for cubature error on the sphere \(S^2\)
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+QMC designs: Optimal order Quasi Monte Carlo integration schemes on the sphere
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+Scrambling Sobol' and Niederreiter-Xing points
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+Good Path Generation Methods in Quasi-Monte Carlo for Pricing Financial Derivatives
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+Fast orthogonal transforms and generation of Brownian paths
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+Enhancing Quasi-Monte Carlo Methods by Exploiting Additive Approximation for Problems in Finance
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+Quasi-Monte Carlo Methods in Financial Engineering: An Equivalence Principle and Dimension Reduction
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+Monte Carlo Variance of Scrambled Net Quadrature
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+The mean square discrepancy of randomized nets
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+On the \(L_2\)-discrepancy for anchored boxes
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+Variance with alternative scramblings of digital nets
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+Spherical harmonics
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