Lattice Rules: How Well Do They Measure Up?-Reference-Cited by-同舟云学术

Lattice Rules: How Well Do They Measure Up?

Published:1998 Issue: Volume: Page:109-166
ISSN:0930-0325
Container-title:Random and Quasi-Random Point Sets
language:
Short-container-title:

Author:

Hickernell Fred J.

Publisher

Springer New York

Link

http://link.springer.com/content/pdf/10.1007/978-1-4612-1702-2_3.pdf

Reference43 articles.

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3. R. E. Caflisch, W. Morokoff, and A. Owen, Valuation of mortgage backed securities using Brownian bridges to reduce effective dimension, J. Comput. Finance 1 (1997), 27–46.

4. R. Cools and I. H. Sloan, Minimal cubature formulae of trigonometric degree, Math. Comp. 65 (1996), 1583–1600.

5. S. Disney and I. H. Sloan, Error bounds for the method of good lattice points, Math. Comp. 56 (1991), 257–266.

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