Trapezoidal Monte Carlo Integration
Author(s) -
Elias Masry,
Stamatis Cambanis
Publication year - 1990
Publication title -
siam journal on numerical analysis
Language(s) - Uncategorized
Resource type - Journals
SCImago Journal Rank - 2.78
H-Index - 134
eISSN - 1095-7170
pISSN - 0036-1429
DOI - 10.1137/0727016
Subject(s) - mathematics , differentiable function , rate of convergence , monte carlo method , convergence (economics) , constant (computer programming) , mean square , square (algebra) , numerical integration , mathematical analysis , statistics , geometry , channel (broadcasting) , electrical engineering , computer science , engineering , economics , programming language , economic growth
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