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1

Conditional Sampling for Barrier Option Pricing under the LT Method

Achtsis, Nico, Cools, Ronald, Nuyens, Dirk

Journal:

SIAM Journal on Financial Mathematics

Year:

2013

Language:

english

File:

PDF, 386 KB

english, 2013

2

Recent topics in numerical integration

Ronald Cools, Daan Huybrechs, Dirk Nuyens

Journal:

International Journal of Quantum Chemistry

Year:

2009

Language:

english

File:

PDF, 116 KB

english, 2009

3

Some arithmetic properties of short random walk integrals

Jonathan M. Borwein, Dirk Nuyens, Armin Straub, James Wan

Journal:

The Ramanujan Journal

Year:

2011

Language:

english

File:

PDF, 792 KB

english, 2011

4

[Springer Proceedings in Mathematics & Statistics] Monte Carlo and Quasi-Monte Carlo Methods Volume 163 ||

Cools, Ronald, Nuyens, Dirk

Year:

2016

Language:

english

File:

PDF, 14.83 MB

english, 2016

5

[Springer Proceedings in Mathematics & Statistics] Monte Carlo and Quasi-Monte Carlo Methods Volume 163 || Van der Corput and Golden Ratio Sequences Along the Hilbert Space-Filling Curve

Cools, Ronald, Nuyens, Dirk

Year:

2016

Language:

english

File:

PDF, 698 KB

english, 2016

6

[Springer Proceedings in Mathematics & Statistics] Monte Carlo and Quasi-Monte Carlo Methods Volume 163 || Construction of a Mean Square Error Adaptive Euler–Maruyama Method With Applications in Multilevel Monte Carlo

Cools, Ronald, Nuyens, Dirk

Year:

2016

Language:

english

File:

PDF, 1.36 MB

english, 2016

7

[Springer Proceedings in Mathematics & Statistics] Monte Carlo and Quasi-Monte Carlo Methods Volume 163 || Incremental Greedy Algorithm and Its Applications in Numerical Integration

Cools, Ronald, Nuyens, Dirk

Year:

2016

Language:

english

File:

PDF, 170 KB

english, 2016

8

[Springer Proceedings in Mathematics & Statistics] Monte Carlo and Quasi-Monte Carlo Methods Volume 163 || The Mean Square Quasi-Monte Carlo Error for Digitally Shifted Digital Nets

Cools, Ronald, Nuyens, Dirk

Year:

2016

Language:

english

File:

PDF, 554 KB

english, 2016

9

[Springer Proceedings in Mathematics & Statistics] Monte Carlo and Quasi-Monte Carlo Methods Volume 163 || A New Rejection Sampling Method for Truncated Multivariate Gaussian Random Variables Restricted to Convex Sets

Cools, Ronald, Nuyens, Dirk

Year:

2016

Language:

english

File:

PDF, 256 KB

english, 2016

10

Construction of Quasi-Monte Carlo Rules for Multivariate Integration in Spaces of Permutation-Invariant Functions

Dirk Nuyens,Gowri Suryanarayana,Markus Weimar

Journal:

Constructive Approximation

Year:

2017

Language:

english

File:

PDF, 722 KB

english, 2017

11

An overview of fast component-by-component constructions of lattice rules and lattice sequences

Dirk Nuyens, Ronald Cools

Journal:

Year:

2007

Language:

english

File:

PDF, 61 KB

english, 2007

12

Heterologous expression of theBacillus pumilusendo-β-xylanase (xynA) gene in the yeastSaccharomyces cerevisiae

Filip Nuyens, Willem H. van Zyl, Dirk Iserentant, Hubert Verachtert, Chris Michiels

Journal:

Applied Microbiology and Biotechnology

Year:

2001

Language:

english

File:

PDF, 61 KB

english, 2001

13

Constructing lattice rules based on weighted degree of exactness and worst case error

Ronald Cools, Frances Y. Kuo, Dirk Nuyens

Journal:

Year:

2010

Language:

english

File:

PDF, 394 KB

english, 2010

14

Efficient calculation of the worst-case error and (fast) component-by-component construction of higher order polynomial lattice rules

Jan Baldeaux, Josef Dick, Gunther Leobacher, Dirk Nuyens, Friedrich Pillichshammer

Journal:

Numerical Algorithms

Year:

2012

Language:

english

File:

PDF, 696 KB

english, 2012

15

Weighted compound integration rules with higher order convergence for allN

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

Journal:

Numerical Algorithms

Year:

2012

Language:

english

File:

PDF, 830 KB

english, 2012

16

Fast component-by-component construction of rank-1 lattice rules with a non-prime number of points

Dirk Nuyens, Ronald Cools

Journal:

Journal of Complexity

Year:

2006

Language:

english

File:

PDF, 743 KB

english, 2006

17

Constructing Embedded Lattice Rules for Multivariate Integration

Cools, Ronald, Kuo, Frances Y., Nuyens, Dirk

Journal:

SIAM Journal on Scientific Computing

Year:

2006

Language:

english

File:

PDF, 436 KB

english, 2006

18

Lattice rules for nonperiodic smooth integrands

Josef Dick, Dirk Nuyens, Friedrich Pillichshammer

Journal:

Numerische Mathematik

Year:

2014

Language:

english

File:

PDF, 468 KB

english, 2014

19

Higher Order QMC Petrov--Galerkin Discretization for Affine Parametric Operator Equations with Random Field Inputs

Dick, Josef, Kuo, Frances Y., Le Gia, Quoc T., Nuyens, Dirk, Schwab, Christoph

Journal:

SIAM Journal on Numerical Analysis

Year:

2014

Language:

english

File:

PDF, 346 KB

english, 2014

20

Rank-1 lattice rules for multivariate integration in spaces of permutation-invariant functions

Nuyens, Dirk, Suryanarayana, Gowri, Weimar, Markus

Journal:

Advances in Computational Mathematics

Year:

2016

Language:

english

File:

PDF, 472 KB

english, 2016

21

Fast algorithms for component-by-component construction of rank-$1$ lattice rules in shift-invariant reproducing kernel {H}ilbert spaces

Nuyens, Dirk, Cools, Ronald

Journal:

Mathematics of Computation

Year:

2006

Language:

english

File:

PDF, 435 KB

english, 2006

22

[AIP Numerical Analysis and Applied Mathematics - Corfu, Greece (16-20 September 2007)] AIP Conference Proceedings - Constructions of copy rules

Nuyens, Dirk, Cools, Ronald, Simos, Theodore E., Psihoyios, George, Tsitouras, Ch.

Year:

2007

Language:

english

File:

PDF, 267 KB

english, 2007

23

AIP Conference Proceedings [AIP ICNAAM 2010: International Conference of Numerical Analysis and Applied Mathematics 2010 - Rhodes (Greece) (19–25 September 2009)] - Higher Order Quasi-Monte Carlo Methods: A Comparison

Nuyens, Dirk, Cools, Ronald, Simos, Theodore E., Psihoyios, George, Tsitouras, Ch.

Year:

2010

Language:

english

File:

PDF, 119 KB

english, 2010

24

Impact of Vascular Calcification on Corrected QT Interval at the Time of Renal Transplantation

Claes, Kathleen J., Heye, Sam, Nuyens, Dieter, Bammens, Bert, Kuypers, Dirk R., Vanrenterghem, Yves, Evenepoel, Pieter

Journal:

American Journal of Nephrology

Year:

2012

Language:

english

File:

PDF, 140 KB

english, 2012

25

Reconstruction and Collocation of a Class of Non-periodic Functions by Sampling Along Tent-Transformed Rank-1 Lattices

Suryanarayana, Gowri, Nuyens, Dirk, Cools, Ronald

Journal:

Journal of Fourier Analysis and Applications

Year:

2016

Language:

english

File:

PDF, 1.60 MB

english, 2016

26

[Society of Petroleum Engineers SPE Hydrocarbon Economics and Evaluation Symposium - Calgary, Alberta, Canada (2012-09-24)] SPE Hydrocarbon Economics and Evaluation Symposium - License To Operate: Nontechnical Risks and Shale Gas Development in Europe

Nuyens, Dirk, Heinz, Walter, Hiller, Dieter Hermann

Language:

english

File:

PDF, 549 KB

english

27

[Springer Proceedings in Mathematics & Statistics] Monte Carlo and Quasi-Monte Carlo Methods Volume 163 || Path Space Markov Chain Monte Carlo Methods in Computer Graphics

Cools, Ronald, Nuyens, Dirk

Year:

2016

Language:

english

File:

PDF, 1.85 MB

english, 2016

28

[Springer Proceedings in Mathematics & Statistics] Monte Carlo and Quasi-Monte Carlo Methods Volume 163 || Computational Higher Order Quasi-Monte Carlo Integration

Cools, Ronald, Nuyens, Dirk

Year:

2016

Language:

english

File:

PDF, 825 KB

english, 2016

29

[Springer Proceedings in Mathematics & Statistics] Monte Carlo and Quasi-Monte Carlo Methods Volume 163 || Derivative-Based Global Sensitivity Measures and Their Link with Sobol’ Sensitivity Indices

Cools, Ronald, Nuyens, Dirk

Year:

2016

Language:

english

File:

PDF, 262 KB

english, 2016

30

[Springer Proceedings in Mathematics & Statistics] Monte Carlo and Quasi-Monte Carlo Methods Volume 163 || Reliable Adaptive Cubature Using Digital Sequences

Cools, Ronald, Nuyens, Dirk

Year:

2016

Language:

english

File:

PDF, 634 KB

english, 2016

31

[Springer Proceedings in Mathematics & Statistics] Monte Carlo and Quasi-Monte Carlo Methods Volume 163 || Walsh Figure of Merit for Digital Nets: An Easy Measure for Higher Order Convergent QMC

Cools, Ronald, Nuyens, Dirk

Year:

2016

Language:

english

File:

PDF, 645 KB

english, 2016

32

[Springer Proceedings in Mathematics & Statistics] Monte Carlo and Quasi-Monte Carlo Methods Volume 163 || Uniform Weak Tractability of Weighted Integration

Cools, Ronald, Nuyens, Dirk

Year:

2016

Language:

english

File:

PDF, 136 KB

english, 2016

33

[Springer Proceedings in Mathematics & Statistics] Monte Carlo and Quasi-Monte Carlo Methods Volume 163 || Uncertainty and Robustness in Weather Derivative Models

Cools, Ronald, Nuyens, Dirk

Year:

2016

Language:

english

File:

PDF, 511 KB

english, 2016

34

[Springer Proceedings in Mathematics & Statistics] Monte Carlo and Quasi-Monte Carlo Methods Volume 163 || Comparison Between LS-Sequences and $$\beta $$ β -Adic van der Corput Sequences

Cools, Ronald, Nuyens, Dirk

Year:

2016

Language:

english

File:

PDF, 166 KB

english, 2016

35

[Springer Proceedings in Mathematics & Statistics] Monte Carlo and Quasi-Monte Carlo Methods Volume 163 || Tractability of Multivariate Integration in Hybrid Function Spaces

Cools, Ronald, Nuyens, Dirk

Year:

2016

Language:

english

File:

PDF, 227 KB

english, 2016

36

[Springer Proceedings in Mathematics & Statistics] Monte Carlo and Quasi-Monte Carlo Methods Volume 163 || Discrepancy Estimates For Acceptance-Rejection Samplers Using Stratified Inputs

Cools, Ronald, Nuyens, Dirk

Year:

2016

Language:

english

File:

PDF, 375 KB

english, 2016

37

[Springer Proceedings in Mathematics & Statistics] Monte Carlo and Quasi-Monte Carlo Methods Volume 163 || On ANOVA Decompositions of Kernels and Gaussian Random Field Paths

Cools, Ronald, Nuyens, Dirk

Year:

2016

Language:

english

File:

PDF, 264 KB

english, 2016

38

[Springer Proceedings in Mathematics & Statistics] Monte Carlo and Quasi-Monte Carlo Methods Volume 163 || A Strategy for Parallel Implementations of Stochastic Lagrangian Simulation

Cools, Ronald, Nuyens, Dirk

Year:

2016

Language:

english

File:

PDF, 434 KB

english, 2016

39

[Springer Proceedings in Mathematics & Statistics] Monte Carlo and Quasi-Monte Carlo Methods Volume 163 || Multilevel Monte Carlo Simulation of Statistical Solutions to the Navier–Stokes Equations

Cools, Ronald, Nuyens, Dirk

Year:

2016

Language:

english

File:

PDF, 841 KB

english, 2016

40

[Springer Proceedings in Mathematics & Statistics] Monte Carlo and Quasi-Monte Carlo Methods Volume 163 || Optimal Point Sets for Quasi-Monte Carlo Integration of Bivariate Periodic Functions with Bounded Mixed Derivatives

Cools, Ronald, Nuyens, Dirk

Year:

2016

Language:

english

File:

PDF, 446 KB

english, 2016

41

[Springer Proceedings in Mathematics & Statistics] Monte Carlo and Quasi-Monte Carlo Methods Volume 163 || Vandermonde Nets and Vandermonde Sequences

Cools, Ronald, Nuyens, Dirk

Year:

2016

Language:

english

File:

PDF, 241 KB

english, 2016

42

[Springer Proceedings in Mathematics & Statistics] Monte Carlo and Quasi-Monte Carlo Methods Volume 163 || Non-nested Adaptive Timesteps in Multilevel Monte Carlo Computations

Cools, Ronald, Nuyens, Dirk

Year:

2016

Language:

english

File:

PDF, 347 KB

english, 2016

43

[Springer Proceedings in Mathematics & Statistics] Monte Carlo and Quasi-Monte Carlo Methods Volume 163 || A Note on the Importance of Weak Convergence Rates for SPDE Approximations in Multilevel Monte Carlo Schemes

Cools, Ronald, Nuyens, Dirk

Year:

2016

Language:

english

File:

PDF, 268 KB

english, 2016

44

[Springer Proceedings in Mathematics & Statistics] Monte Carlo and Quasi-Monte Carlo Methods Volume 163 || Approximate Bayesian Computation: A Survey on Recent Results

Cools, Ronald, Nuyens, Dirk

Year:

2016

Language:

english

File:

PDF, 242 KB

english, 2016

45

[Springer Proceedings in Mathematics & Statistics] Monte Carlo and Quasi-Monte Carlo Methods Volume 163 || Numerical Computation of Multivariate Normal Probabilities Using Bivariate Conditioning

Cools, Ronald, Nuyens, Dirk

Year:

2016

Language:

english

File:

PDF, 166 KB

english, 2016

46

[Springer Proceedings in Mathematics & Statistics] Monte Carlo and Quasi-Monte Carlo Methods Volume 163 || Bernstein Numbers and Lower Bounds for the Monte Carlo Error

Cools, Ronald, Nuyens, Dirk

Year:

2016

Language:

english

File:

PDF, 215 KB

english, 2016

47

[Springer Proceedings in Mathematics & Statistics] Monte Carlo and Quasi-Monte Carlo Methods Volume 163 || Some Results on the Complexity of Numerical Integration

Cools, Ronald, Nuyens, Dirk

Year:

2016

Language:

english

File:

PDF, 277 KB

english, 2016

48

[Springer Proceedings in Mathematics & Statistics] Monte Carlo and Quasi-Monte Carlo Methods Volume 163 || Multilevel Monte Carlo Implementation for SDEs Driven by Truncated Stable Processes

Cools, Ronald, Nuyens, Dirk

Year:

2016

Language:

english

File:

PDF, 390 KB

english, 2016

49

[Springer Proceedings in Mathematics & Statistics] Monte Carlo and Quasi-Monte Carlo Methods Volume 163 || Adaptive Multidimensional Integration Based on Rank-1 Lattices

Cools, Ronald, Nuyens, Dirk

Year:

2016

Language:

english

File:

PDF, 1009 KB

english, 2016

50

[Springer Proceedings in Mathematics & Statistics] Monte Carlo and Quasi-Monte Carlo Methods Volume 163 || On “Upper Error Bounds for Quadrature Formulas on Function Classes” by K.K. Frolov

Cools, Ronald, Nuyens, Dirk

Year:

2016

Language:

english

File:

PDF, 166 KB

english, 2016