Sufficient conditions for fast quasi-Monte Carlo convergence
type: Item
instance of: scholarly article
title: Sufficient conditions for fast quasi-Monte Carlo convergence
zbMATH Open document ID: 1029.65005
DOI: 10.1016/S0885-064X(02)00004-3
published in: Journal of Complexity
publication date: 2003-08-19T00:00:00Z
Mathematics Subject Classification ID: 65C05
Mathematics Subject Classification ID: 91G60
zbMATH DE Number: 1967212
zbMATH Keywords: quasi-Monte Carlo integration
zbMATH Keywords: isotropic problem
zbMATH Keywords: non-isotropic problem
zbMATH Keywords: computational finance
zbMATH Keywords: convergence
author: A. Papageorgiou
MaRDI profile type: Publication
cites work: Q4369767
cites work: Sequences, discrepancies and applications
cites work: Quasi-Monte Carlo Methods in Numerical Finance
cites work: Q4369793
cites work: Q4350437
cites work: Q4003879
cites work: Toward real-time pricing of complex financial derivatives
cites work: Fast convergence of quasi-Monte Carlo for a class of isotropic integrals
cites work: Q4218396
cites work: When are quasi-Monte Carlo algorithms efficient for high dimensional integrals?
cites work: Q4840937
cites work: The multivariate normal distribution
cites work: Q4226567
cites work: Average case complexity of multivariate integration
Recommended article: Fast convergence of quasi-Monte Carlo for a class of isotropic integrals
Recommended article: On Quasi-Monte Carlo Rules Achieving Higher Order Convergence
Recommended article: On the Convergence Rate of Randomized Quasi--Monte Carlo for Discontinuous Functions
Recommended article: Convergence of sequential quasi-Monte Carlo smoothing algorithms
Recommended article: Monte Carlo and Quasi–Monte Carlo Density Estimation via Conditioning
Recommended article: Theoretical properties of quasi-stationary Monte Carlo methods
Recommended article: Q4781780
Recommended article: Q3002925
Recommended article: A constructive approach to strong tractability using quasi-Monte Carlo algorithms
description: scientific article; zbMATH DE number 1967212