Constructing Embedded Lattice Rules for Multivariate Integration
Author:
Publisher
Society for Industrial & Applied Mathematics (SIAM)
Subject
Applied Mathematics,Computational Mathematics
Link
http://epubs.siam.org/doi/pdf/10.1137/06065074X
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1. Pricing Options Using Lattice Rules
2. Valuation of mortgage-backed securities using Brownian bridges to reduce effective dimension
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4. Good Lattice Rules in Weighted Korobov Spaces with General Weights
5. Extensible Lattice Sequences for Quasi-Monte Carlo Quadrature
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