Constructing Robust Good Lattice Rules for Computational Finance

2007 ◽  
Vol 29 (2) ◽  
pp. 598-621 ◽  
Author(s):  
Xiaoqun Wang
Keyword(s):  
Computational Finance ◽  
Lattice Rules ◽  
Good Lattice

Good Lattice Rules in Weighted Korobov Spaces with General Weights

2006 ◽  
Vol 103 (1) ◽  
pp. 63-97 ◽  
Author(s):  
Josef Dick ◽  
Ian H. Sloan ◽  
Xiaoqun Wang ◽  
Henryk Woźniakowski
Keyword(s):  
Lattice Rules ◽  
Good Lattice

scholarly journals On the convergence rate of the component-by-component construction of good lattice rules

2004 ◽  
Vol 20 (4) ◽  
pp. 493-522 ◽  
Author(s):  
Josef Dick
Keyword(s):  
Convergence Rate ◽  
Lattice Rules ◽  
Good Lattice

scholarly journals Component-by-Component Construction of Good Lattice Rules with a Composite Number of Points

2002 ◽  
Vol 18 (4) ◽  
pp. 943-976 ◽  
Author(s):  
Frances Y. Kuo ◽  
Stephen Joe
Keyword(s):  
Lattice Rules ◽  
Composite Number ◽  
Good Lattice

scholarly journals Good lattice rules based on the general weighted star discrepancy

2006 ◽  
Vol 76 (258) ◽  
pp. 989-1004 ◽  
Author(s):  
Vasile Sinescu ◽  
Stephen Joe
Keyword(s):  
Lattice Rules ◽  
Good Lattice ◽  
Star Discrepancy

scholarly journals Component-by-component construction of good lattice rules

2001 ◽  
Vol 71 (237) ◽  
pp. 263-274 ◽  
Author(s):  
I. H. Sloan ◽  
A. V. Reztsov
Keyword(s):  
Lattice Rules ◽  
Good Lattice

Constructing Good Lattice Rules with Millions of Points

2004 ◽  
pp. 181-197 ◽  
Author(s):  
Josef Dick ◽  
Frances Y. Kuo
Keyword(s):  
Lattice Rules ◽  
Good Lattice

Reducing the construction cost of the component-by-component construction of good lattice rules

2003 ◽  
Vol 73 (248) ◽  
pp. 1967-1989 ◽  
Author(s):  
J. Dick ◽  
F. Y. Kuo
Keyword(s):  
Construction Cost ◽  
Lattice Rules ◽  
Good Lattice
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