A Belgian View on Lattice Rules
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Publication:3504212
DOI10.1007/978-3-540-74496-2_1zbMath1141.65310OpenAlexW13364258WikidataQ57778864 ScholiaQ57778864MaRDI QIDQ3504212
Publication date: 11 June 2008
Published in: Monte Carlo and Quasi-Monte Carlo Methods 2006 (Search for Journal in Brave)
Full work available at URL: https://lirias.kuleuven.be/handle/123456789/167507
Monte Carlo methods (65C05) Multidimensional problems (41A63) Approximate quadratures (41A55) Numerical quadrature and cubature formulas (65D32)
Related Items (11)
Tent-transformed lattice rules for integration and approximation of multivariate non-periodic functions ⋮ Constructing lattice rules based on weighted degree of exactness and worst case error ⋮ On Figures of Merit for Randomly-Shifted Lattice Rules ⋮ In Search for Good Chebyshev Lattices ⋮ Rank-1 Lattices and Higher-Order Exponential Splitting for the Time-Dependent Schrödinger Equation ⋮ Hierarchical adaptive sparse grids and quasi-Monte Carlo for option pricing under the rough Bergomi model ⋮ Fast component-by-component construction of lattice algorithms for multivariate approximation with POD and SPOD weights ⋮ Quasi-Monte Carlo methods with applications in finance ⋮ Reconstruction and collocation of a class of non-periodic functions by sampling along tent-transformed rank-1 lattices ⋮ Strang Splitting in Combination with Rank-1 and Rank-r Lattices for the Time-Dependent Schrödinger Equation ⋮ Lattice algorithms for multivariate approximation in periodic spaces with general weight parameters
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