On efficient weighted integration via a change of variables

Peter Kritzer; Friedrich Pillichshammer; Leszek Plaskota; G.W. Wasilkowski

doi:10.1007/s00211-020-01147-7

On efficient weighted integration via a change of variables

Peter Kritzer, Friedrich Pillichshammer, Leszek Plaskota, G.W. Wasilkowski

Institute of Financial Mathematics and Applied Number Theory

Research output: Contribution to journal › Article › peer-review

Original language	English
Pages (from-to)	545-570
Number of pages	26
Journal	Numerische Mathematik
Volume	146
Issue number	3
DOIs	https://doi.org/10.1007/s00211-020-01147-7
Publication status	Published - 2020

Fields of science

101 Mathematics
101007 Financial mathematics
101019 Stochastics
101025 Number theory

JKU Focus areas

Digital Transformation
Transformation in Finance and Financial Institutions

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10.1007/s00211-020-01147-7

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title = "On efficient weighted integration via a change of variables",

author = "Peter Kritzer and Friedrich Pillichshammer and Leszek Plaskota and G.W. Wasilkowski",

year = "2020",

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journal = "Numerische Mathematik",

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publisher = "Springer Berlin Heidelberg",

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T1 - On efficient weighted integration via a change of variables

AU - Kritzer, Peter

AU - Pillichshammer, Friedrich

AU - Plaskota, Leszek

AU - Wasilkowski, G.W.

PY - 2020

Y1 - 2020

UR - https://www.scopus.com/pages/publications/85091686745

U2 - 10.1007/s00211-020-01147-7

DO - 10.1007/s00211-020-01147-7

M3 - Article

SN - 0945-3245

VL - 146

SP - 545

EP - 570

JO - Numerische Mathematik

JF - Numerische Mathematik

IS - 3

ER -

On efficient weighted integration via a change of variables

Fields of science

JKU Focus areas

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