Efficient Weighted Lattice Rules with Applications to Finance
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Publication:5470443
DOI10.1137/S1064827502418197zbMath1136.65305MaRDI QIDQ5470443
Publication date: 30 May 2006
Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)
91G60: Numerical methods (including Monte Carlo methods)
65C05: Monte Carlo methods
65D32: Numerical quadrature and cubature formulas
65D30: Numerical integration
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