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Functions and mappings / Differential calculus / Numerical analysis / Monte Carlo methods / Fourier analysis / Numerical integration / Quasi-Monte Carlo method / Product rule / Derivative / Mathematics / Mathematical analysis / Algebra


Lifting the Curse of Dimensionality Frances Y. Kuo and Ian H. Sloan Introduction Richard Bellman [1] coined the phrase the curse of
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Document Date: 2005-11-07 09:38:34


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Philadelphia / New York / /

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Oxford University Press / Princeton University Press / Cambridge University Press / /

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Australia / /

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Facility

square of eN / University of New South Wales / Columbia University / /

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matrix-vector product / inner product / bank / mathematical finance / tensor-product / mathematical finance problem / finance / component-by-component algorithm / component-bycomponent algorithm / /

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Cambridge University / Columbia University / Princeton University / University of New South Wales / Oxford University / Australian Research Council / /

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Ian H. Sloan / Carlo Methods / Frances Y. Kuo / Richard Bellman / /

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Professor of Mathematics / Vice-chancellor / /

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Pennsylvania / New South Wales / New York / /

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South Wales / /

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quasi-Monte Carlo algorithms / following component-bycomponent algorithm / same algorithm / component-bycomponent algorithm / component-by-component algorithm / /

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