Optimal Parameters for Multidimensional Integration

DOI10.1137/0710068MaRDI QIDQ5652118zbMATH OpenOpenAlexFDO

Authors Patrick Keast

Publication date 1973

Published in SIAM Journal on Numerical Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/0710068

Mathematics Subject Classification ID

Numerical integration (65D30)

Cited in

(5)

• Pricing Options Using Lattice Rules
• The Representation of Lattice Quadrature Rules as Multiple Sums
• Numerical multidimensional integration with PyMikor
• Normal variance mixtures: distribution, density and parameter estimation
• Comparison of numerical algorithms for bivariate sequential tests based on marginal criteria

Describes a project that uses

Uses Software

• MVNEXG

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