On quasi-Monte Carlo methods in weighted ANOVA spaces

Peter Kritzer; Friedrich Pillichshammer; G.W. Wasilkowski

doi:10.1090/mcom/3598

On quasi-Monte Carlo methods in weighted ANOVA spaces

Peter Kritzer, Friedrich Pillichshammer, 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)	1381–1406
Number of pages	26
Journal	Mathematics of Computation
Volume	90
Issue number	329
DOIs	https://doi.org/10.1090/mcom/3598
Publication status	Published - May 2021

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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10.1090/mcom/3598

Cite this

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title = "On quasi-Monte Carlo methods in weighted ANOVA spaces",

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

year = "2021",

month = may,

doi = "10.1090/mcom/3598",

language = "English",

volume = "90",

pages = "1381–1406",

journal = "Mathematics of Computation",

issn = "1088-6842",

number = "329",

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T1 - On quasi-Monte Carlo methods in weighted ANOVA spaces

AU - Kritzer, Peter

AU - Pillichshammer, Friedrich

AU - Wasilkowski, G.W.

PY - 2021/5

Y1 - 2021/5

UR - https://www.scopus.com/pages/publications/85105152523

U2 - 10.1090/mcom/3598

DO - 10.1090/mcom/3598

M3 - Article

SN - 1088-6842

VL - 90

SP - 1381

EP - 1406

JO - Mathematics of Computation

JF - Mathematics of Computation

IS - 329

ER -

On quasi-Monte Carlo methods in weighted ANOVA spaces

Fields of science

JKU Focus areas

Access to Document

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