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Adaptive strategy and lattice rules are two different ways to improve the convergence and has never been compared on this type of multidimensional integrals ...
In this work we make a comparison between optimized lattice and adaptive stochastic approaches for multidimensional integrals with different dimensions.
In this work we make a comparison between optimized lattice and adaptive stochastic approaches for multidimensional integrals with different dimensions.
This paper presents an overview and comparison between two different stochastic approaches aiming to improve the convergence of the standard plain Monte ...
Optimized lattice rule and adaptive approach for multidimensional integrals with applications. Position and Communication Papers of the 16th Conference on ...
In the present paper we present an optimized lattice rule based on a new generating vector. We evaluate European style options with an exponential payoff ...
This paper presents an overview and comparison between two different stochastic approaches aiming to improve the convergence of the standard plain Monte ...
The concept of a lattice rule is introduced, and error bounds are developed in terms of the dual lattice. Examples of lattice rules discussed in the paper are ...
A lattice rule is a quadrature rule used for the approximation of integrals over the s-dimensional unit cube. Every lattice rule may be characterised by an ...
scholarly journals Optimized lattice rule and adaptive approach for multidimensional integrals with applications ... Lattice Rule ◽. Multidimensional Integrals.