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R. Cools

7 papers hereh-index 293.9k citations213 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • first author4
  • middle author2
  • last author1

Across the 7 of 7 papers where every author was matched, so the position is known.

fields
  • math.NA5
  • q-fin.CP2

identity via Semantic Scholar / OpenAlex

activity
20112025
most citedConditional sampling for barrier option pricing under the LT method

24 citations · 63 across the 7 of their papers we have counts for

collaborators
Showing 2019 · math.NAShow all

2 papers · 2 filters

math.NA2019

Fast component-by-component construction of lattice algorithms for multivariate approximation with POD and SPOD weights

Ronald Cools, Frances Y. Kuo, Dirk Nuyens +1

In a recent paper by the same authors, we provided a theoretical foundation for the component-by-component (CBC) construction of lattice algorithms for multivariate L2​ approxima…

math.NA2019★ 16 cited

Lattice algorithms for multivariate approximation in periodic spaces with general weight parameters

Ronald Cools, Frances Y. Kuo, Dirk Nuyens +1

This paper provides the theoretical foundation for the construction of lattice algorithms for multivariate L2​ approximation in the worst case setting, for functions in a periodi…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.