Faster Evaluation of Multidimensional Integrals
نویسندگان
چکیده
منابع مشابه
Faster Evaluation of Multidimensional Integrals
In a recent paper Keister proposed two quadrature rules as alternatives to Monte Carlo for certain multidimensional integrals and reported his test results. In earlier work we had shown that the quasi-Monte Carlo method with generalized Faure points is very effective for a variety of high dimensional integrals occuring in mathematical finance. In this paper we report test results of this method...
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ژورنال
عنوان ژورنال: Computers in Physics
سال: 1997
ISSN: 0894-1866
DOI: 10.1063/1.168616