By Professor Frances Kuo

Book Chapters

Kuo FY; Mo W; Nuyens D; Sloan IH; Srikumar A, 2024, 'Comparison of Two Search Criteria for Lattice-Based Kernel Approximation', in , pp. 413 - 429, http://dx.doi.org/10.1007/978-3-031-59762-6_20

Kaarnioja V; Kuo FY; Sloan IH, 2024, 'Lattice-Based Kernel Approximation and Serendipitous Weights for Parametric PDEs in Very High Dimensions', in , pp. 81 - 103, http://dx.doi.org/10.1007/978-3-031-59762-6_4

Gilbert AD; Kuo FY; Sloan IH; Srikumar A, 2024, 'Theory and Construction of Quasi-Monte Carlo Rules for Asian Option Pricing and Density Estimation', in , pp. 277 - 295, http://dx.doi.org/10.1007/978-3-031-59762-6_13

Gilbert AD; Kuo FY; Sloan IH, 2022, 'Preintegration is Not Smoothing When Monotonicity Fails', in Advances in Modeling and Simulation: Festschrift for Pierre L'Ecuyer, pp. 169 - 191, http://dx.doi.org/10.1007/978-3-031-10193-9_9

Cools R; Kuo FY; Sloan IH; Nuyens D, 2020, 'Lattice algorithms for multivariate approximation in periodic spaces with general weight parameters', in Brenner SC; Shparlinski I; Shu C-W; Szyld D (ed.), 75 Years of Mathematics of Computation, American Mathematical Society, pp. 93 - 113, http://dx.doi.org/10.1090/conm/754/15150

Kuo FY; Sloan IH; Woźniakowski H, 2006, 'Lattice Rules for Multivariate Approximation in the Worst Case Setting', in Monte Carlo and Quasi-Monte Carlo Methods 2004, Springer Nature, pp. 289 - 330, http://dx.doi.org/10.1007/3-540-31186-6_18

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