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 - 01 Nov 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

Cite this

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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",

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AU - Kritzer, Peter

AU - Pillichshammer, Friedrich

AU - Plaskota, Leszek

AU - Wasilkowski, G.W.

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Y1 - 2020/11/1

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JO - Numerische Mathematik

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IS - 3

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On efficient weighted integration via a change of variables

Fields of science

JKU Focus areas

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