Weighted compound integration rules with higher order convergence for all N.

Fred J. Hickernell; Peter Kritzer; Frances Y. Kuo; Dirk Nuyens

doi:10.1007/s11075-011-9482-5

Weighted compound integration rules with higher order convergence for all N.

Fred J. Hickernell
, Peter Kritzer
, Frances Y. Kuo
, Dirk Nuyens

Institute of Financial Mathematics and Applied Number Theory

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

Original language	English
Pages (from-to)	161-183
Number of pages	23
Journal	Numerical Algorithms
Volume	59
Issue number	2
DOIs	https://doi.org/10.1007/s11075-011-9482-5
Publication status	Published - Feb 2012

Fields of science

101025 Number theory
101007 Financial mathematics

JKU Focus areas

Computation in Informatics and Mathematics

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10.1007/s11075-011-9482-5

Cite this

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title = "Weighted compound integration rules with higher order convergence for all N.",

author = "Hickernell, \{Fred J.\} and Peter Kritzer and Kuo, \{Frances Y.\} and Dirk Nuyens",

year = "2012",

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language = "English",

volume = "59",

pages = "161--183",

journal = "Numerical Algorithms",

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TY - JOUR

T1 - Weighted compound integration rules with higher order convergence for all N.

AU - Hickernell, Fred J.

AU - Kritzer, Peter

AU - Kuo, Frances Y.

AU - Nuyens, Dirk

PY - 2012/2

Y1 - 2012/2

UR - https://www.scopus.com/pages/publications/84855353482

U2 - 10.1007/s11075-011-9482-5

DO - 10.1007/s11075-011-9482-5

M3 - Article

SN - 1572-9265

VL - 59

SP - 161

EP - 183

JO - Numerical Algorithms

JF - Numerical Algorithms

IS - 2

ER -

Weighted compound integration rules with higher order convergence for all N.

Fields of science

JKU Focus areas

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