On the numerical integration of high-dimensional Walsh series by quasi-Monte Carlo methods

Gerhard Larcher; Wolfgang Ch. Schmid

doi:10.1016/0378-4754(93)e0075-g

On the numerical integration of high-dimensional Walsh series by quasi-Monte Carlo methods

Gerhard Larcher
, Wolfgang Ch. Schmid

Institute of Financial Mathematics and Applied Number Theory

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

Original language	English
Pages (from-to)	127-134
Number of pages	8
Journal	Mathematics and Computers in Simulation
Volume	28
Issue number	1-3
DOIs	https://doi.org/10.1016/0378-4754(93)e0075-g
Publication status	Published - May 1995

Fields of science

101025 Number theory
101007 Financial mathematics

JKU Focus areas

Computation in Informatics and Mathematics

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10.1016/0378-4754(93)e0075-g

Cite this

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title = "On the numerical integration of high-dimensional Walsh series by quasi-Monte Carlo methods",

author = "Gerhard Larcher and Schmid, \{Wolfgang Ch.\}",

year = "1995",

month = may,

doi = "10.1016/0378-4754(93)e0075-g",

language = "English",

volume = "28",

pages = "127--134",

journal = "Mathematics and Computers in Simulation",

issn = "1872-7166",

publisher = "Elsevier Verlag",

number = "1-3",

}

TY - JOUR

T1 - On the numerical integration of high-dimensional Walsh series by quasi-Monte Carlo methods

AU - Larcher, Gerhard

AU - Schmid, Wolfgang Ch.

PY - 1995/5

Y1 - 1995/5

UR - https://www.scopus.com/pages/publications/0942295842

U2 - 10.1016/0378-4754(93)e0075-g

DO - 10.1016/0378-4754(93)e0075-g

M3 - Article

SN - 1872-7166

VL - 28

SP - 127

EP - 134

JO - Mathematics and Computers in Simulation

JF - Mathematics and Computers in Simulation

IS - 1-3

ER -

On the numerical integration of high-dimensional Walsh series by quasi-Monte Carlo methods

Fields of science

JKU Focus areas

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