1

Conditional Sampling for Barrier Option Pricing under the LT Method

Année:
2013
Langue:
english
Fichier:
PDF, 386 KB
english, 2013
2

Recent topics in numerical integration

Année:
2009
Langue:
english
Fichier:
PDF, 116 KB
english, 2009
3

Some arithmetic properties of short random walk integrals

Année:
2011
Langue:
english
Fichier:
PDF, 792 KB
english, 2011
11

An overview of fast component-by-component constructions of lattice rules and lattice sequences

Année:
2007
Langue:
english
Fichier:
PDF, 61 KB
english, 2007
13

Constructing lattice rules based on weighted degree of exactness and worst case error

Année:
2010
Langue:
english
Fichier:
PDF, 394 KB
english, 2010
16

Fast component-by-component construction of rank-1 lattice rules with a non-prime number of points

Année:
2006
Langue:
english
Fichier:
PDF, 743 KB
english, 2006
17

Constructing Embedded Lattice Rules for Multivariate Integration

Année:
2006
Langue:
english
Fichier:
PDF, 436 KB
english, 2006
18

Lattice rules for nonperiodic smooth integrands

Année:
2014
Langue:
english
Fichier:
PDF, 468 KB
english, 2014