Component-By-Component Construction of Good Intermediate-Rank Lattice Rules

DOI10.1137/S0036142902407162zbMath1130.65307MaRDI QIDQ4443656

Frances Y. Kuo, Stephen Joe

Publication date: 18 January 2004

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

zbMATH Keywords

quasi-Monte Carlo methodsworst-case errortractabilityintermediate-rank lattice rules

Mathematics Subject Classification ID

Numerical integration (65D30)

Related Items (3)

Randomly shifted lattice rules for unbounded integrands ⋮ Ian Sloan and Lattice Rules ⋮ Intermediate rank lattice rules and applications to finance

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