Optimization of the Standard Lattice Sequence for Multidimensional Integrals Regarding Large-Scale Finance Problems
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Publisher
Springer Nature Switzerland
Link
https://link.springer.com/content/pdf/10.1007/978-3-031-56208-2_27
Reference11 articles.
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4. Cools, R., Kuo, F., Nuyens, D.: Constructing embedded lattice rules for multivariate integration. SIAM J. Sci. Comput. 28, 2162–2188 (2006)
5. Chance, D.M.: An Introduction to Derivatives, 3rd edn. The Dryden Press (1995)
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