The following pages link to (Q4889887):
Displaying 50 items.
- Efficient simulation of Greeks of multiasset European and Asian style options by Malliavin calculus and quasi-Monte Carlo methods (Q273346) (← links)
- Very low truncation dimension for high dimensional integration under modest error demand (Q290796) (← links)
- Tent-transformed lattice rules for integration and approximation of multivariate non-periodic functions (Q306699) (← links)
- Sparse high-dimensional FFT based on rank-1 lattice sampling (Q326763) (← links)
- A search for extensible low-WAFOM point sets (Q350301) (← links)
- Construction of scrambled polynomial lattice rules over \(\mathbb{F}_{2}\) with small mean square weighted \(\mathcal{L}_{2}\) discrepancy (Q398623) (← links)
- Variance bounds and existence results for randomly shifted lattice rules (Q421840) (← links)
- A reduced fast component-by-component construction of lattice points for integration in weighted spaces with fast decreasing weights (Q458162) (← links)
- Adaptive-sparse polynomial dimensional decomposition methods for high-dimensional stochastic computing (Q459298) (← links)
- A survey of average case complexity for linear multivariate problems (Q462594) (← links)
- The supremum of chi-square processes (Q479180) (← links)
- Application of quasi-Monte Carlo methods to elliptic PDEs with random diffusion coefficients: a survey of analysis and implementation (Q506617) (← links)
- Super-polynomial convergence and tractability of multivariate integration for infinitely times differentiable functions (Q511114) (← links)
- Construction algorithms for higher order polynomial lattice rules (Q544121) (← links)
- Quasi-Monte Carlo methods for elliptic PDEs with random coefficients and applications (Q544544) (← links)
- Existence and construction of shifted lattice rules with an arbitrary number of points and bounded weighted star discrepancy for general decreasing weights (Q555032) (← links)
- Uniform distribution modulo one. (Q613910) (← links)
- On energy, discrepancy and group invariant measures on measurable subsets of Euclidean space (Q620424) (← links)
- Extremal lattices and the construction of lattice rules (Q620983) (← links)
- Coupling from the past with randomized quasi-Monte Carlo (Q622169) (← links)
- Parallel pricing algorithms for multi-dimensional Bermudan/American options using Monte Carlo methods (Q622185) (← links)
- Chebyshev lattices, a unifying framework for cubature with Chebyshev weight function (Q634123) (← links)
- Extensible hyperplane nets (Q640003) (← links)
- Invariants and Chebyshev polynomials (Q643746) (← links)
- A lower bound on a quantity related to the quality of polynomial lattices (Q644313) (← links)
- A construction of polynomial lattice rules with small gain coefficients (Q644778) (← links)
- Interpolation lattices for hyperbolic cross trigonometric polynomials (Q657653) (← links)
- Weighted compound integration rules with higher order convergence for all \(N\) (Q663491) (← links)
- Lattice rules with random \(n\) achieve nearly the optimal \(\mathcal{O}(n^{-\alpha-1/2})\) error independently of the dimension (Q666631) (← links)
- Lattice-based integration algorithms: Kronecker sequences and rank-1 lattices (Q681681) (← links)
- A higher order Blokh-Zyablov propagation rule for higher order nets (Q690427) (← links)
- On an example of finite hybrid quasi-Monte Carlo point sets (Q691031) (← links)
- A new class of equal-weight integration rules on the hypercube (Q706596) (← links)
- The smoothing effect of the ANOVA decomposition (Q708315) (← links)
- Numerical contour integration for loop integrals (Q709881) (← links)
- A method for generating uniformly scattered points on the \(L_p\)-norm unit sphere and its applications (Q745512) (← links)
- Multidimensional pseudo-spectral methods on lattice grids (Q765263) (← links)
- Numerical integration over smooth surfaces in \(\mathbb R^3\) via class \(\mathcal I_{m}\) variable transformations. I: Smooth integrands (Q814757) (← links)
- A parallel search for good lattice points using LLL-spectral tests (Q818198) (← links)
- A novel method of marginalisation using low discrepancy sequences for integrated nested Laplace approximations (Q830465) (← links)
- Shifted lattice rules based on a general weighted discrepancy for integrals over Euclidean space (Q843126) (← links)
- Construction algorithms for good extensible lattice rules (Q843720) (← links)
- Spline methods using integration lattices and digital nets (Q843727) (← links)
- QMC rules of arbitrary high order: Reproducing kernel Hilbert space approach (Q843729) (← links)
- Measurement of areas on a sphere using Fibonacci and latitude-longitude lattices (Q848930) (← links)
- The quantum setting with randomized queries for continuous problems (Q850543) (← links)
- Randomly shifted lattice rules for unbounded integrands (Q855892) (← links)
- The tent transformation can improve the convergence rate of quasi-Monte Carlo algorithms using digital nets (Q861659) (← links)
- A component-by-component approach to efficient numerical integration over products of spheres (Q870337) (← links)
- On the convergence rate of the component-by-component construction of good lattice rules (Q876817) (← links)
