Good Lattice Rules in Weighted Korobov Spaces with General Weights

Author:

Dick Josef,Sloan Ian H.,Wang Xiaoqun,Woźniakowski Henryk

Publisher

Springer Science and Business Media LLC

Subject

Applied Mathematics,Computational Mathematics

Reference22 articles.

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2. Brown, G., Chandler, G.A., Sloan, I.H., Wilson, D.C.: Properties of certain trigonometric series arising in numerical analysis. J. Math. Anal. Appl. 371–380 (1991)

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

4. Dick, J.: On the convergence order of the component-by-component construction of good lattice rules. J. Complexity 20, 493–522 (2004)

5. Dick, J., Sloan, I.H., Wang, X., Woźniakowski, H.: Liberating the weights. J. Complexity 20, 593–623 (2004)

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