Fast convergence of quasi-Monte Carlo for a class of isotropic integrals
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Publication:4517523
DOI10.1090/S0025-5718-00-01231-XzbMath0959.65005MaRDI QIDQ4517523
Publication date: 22 November 2000
Published in: Mathematics of Computation (Search for Journal in Brave)
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Cites Work
- Sequences, discrepancies and applications
- The multivariate normal distribution
- When are quasi-Monte Carlo algorithms efficient for high dimensional integrals?
- Multidimensional quadrature algorithms at higher degree and/or dimension
- On an interpolatory method for high dimensional integration
- High dimensional integration of smooth functions over cubes
- Average case complexity of multivariate integration
- Quasi-Monte Carlo Methods in Numerical Finance
- Toward real-time pricing of complex financial derivatives
- Implementation and tests of low-discrepancy sequences
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