Optimal Polynomials for (T,M,S)-Nets and Numerical Integration of Multivariate Walsh Series (Q5284620)
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scientific article; zbMATH DE number 969149
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| English | Optimal Polynomials for (T,M,S)-Nets and Numerical Integration of Multivariate Walsh Series |
scientific article; zbMATH DE number 969149 |
Statements
Optimal Polynomials for (T,M,S)-Nets and Numerical Integration of Multivariate Walsh Series (English)
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29 April 1997
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quadratic resampling
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asset pricing
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quasi Monte Carlo methods
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Rademacher functions
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Walsh functions
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Walsh-series
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\((t,m,s)\)-nets
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numerical examples
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0.9387957453727722
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0.8794645071029663
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