Pages that link to "Item:Q5470443"
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The following pages link to Efficient Weighted Lattice Rules with Applications to Finance (Q5470443):
Displaying 11 items.
- Variance bounds and existence results for randomly shifted lattice rules (Q421840) (← links)
- On the convergence rate of the component-by-component construction of good lattice rules (Q876817) (← links)
- Quasi-Monte Carlo methods with applications in finance (Q964676) (← links)
- Random weights, robust lattice rules and the geometry of the \(cbcrc\) algorithm (Q1938427) (← links)
- Digit-by-digit and component-by-component constructions of lattice rules for periodic functions with unknown smoothness (Q1979419) (← links)
- Good lattice rules in weighted Korobov spaces with general weights (Q2491143) (← links)
- A multivariate fast discrete Walsh transform with an application to function interpolation (Q3055160) (← links)
- Ian Sloan and Lattice Rules (Q4611826) (← links)
- Equivalence between Sobolev spaces of first-order dominating mixed smoothness and unanchored ANOVA spaces on ℝ^{𝕕} (Q5082038) (← links)
- Construction algorithms for polynomial lattice rules for multivariate integration (Q5315423) (← links)
- A Global Adaptive Quasi-Monte Carlo Algorithm for Functions of Low Truncation Dimension Applied to Problems from Finance (Q5326133) (← links)