{"id":"https://openalex.org/W2015100613","doi":"https://doi.org/10.1016/s0096-3003(02)00836-6","title":"Acceleration of quasi-Monte Carlo approximations with applications in mathematical finance","display_name":"Acceleration of quasi-Monte Carlo approximations with applications in mathematical finance","publication_year":2003,"publication_date":"2003-03-04","ids":{"openalex":"https://openalex.org/W2015100613","doi":"https://doi.org/10.1016/s0096-3003(02)00836-6","mag":"2015100613"},"language":"en","primary_location":{"id":"doi:10.1016/s0096-3003(02)00836-6","is_oa":false,"landing_page_url":"https://doi.org/10.1016/s0096-3003(02)00836-6","pdf_url":null,"source":{"id":"https://openalex.org/S50372074","display_name":"Applied Mathematics and Computation","issn_l":"0096-3003","issn":["0096-3003","1873-5649"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310320990","host_organization_name":"Elsevier BV","host_organization_lineage":["https://openalex.org/P4310320990"],"host_organization_lineage_names":["Elsevier BV"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Applied Mathematics and Computation","raw_type":"journal-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5040761898","display_name":"Jefferey Severino","orcid":null},"institutions":[{"id":"https://openalex.org/I12315562","display_name":"Texas Tech University","ror":"https://ror.org/0405mnx93","country_code":"US","type":"education","lineage":["https://openalex.org/I12315562"]}],"countries":["US"],"is_corresponding":false,"raw_author_name":"J.S. Severino","raw_affiliation_strings":["Department of Mathematics and Statistics, Texas Tech University, Lubbock, TX 79409-1042, USA"],"affiliations":[{"raw_affiliation_string":"Department of Mathematics and Statistics, Texas Tech University, Lubbock, TX 79409-1042, USA","institution_ids":["https://openalex.org/I12315562"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5102767004","display_name":"E.J. Allen","orcid":"https://orcid.org/0000-0002-6835-437X"},"institutions":[{"id":"https://openalex.org/I12315562","display_name":"Texas Tech University","ror":"https://ror.org/0405mnx93","country_code":"US","type":"education","lineage":["https://openalex.org/I12315562"]}],"countries":["US"],"is_corresponding":true,"raw_author_name":"E.J. Allen","raw_affiliation_strings":["Department of Mathematics and Statistics, Texas Tech University, Lubbock, TX 79409-1042, USA"],"affiliations":[{"raw_affiliation_string":"Department of Mathematics and Statistics, Texas Tech University, Lubbock, TX 79409-1042, USA","institution_ids":["https://openalex.org/I12315562"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5085024937","display_name":"H. D. Victory","orcid":null},"institutions":[{"id":"https://openalex.org/I12315562","display_name":"Texas Tech University","ror":"https://ror.org/0405mnx93","country_code":"US","type":"education","lineage":["https://openalex.org/I12315562"]}],"countries":["US"],"is_corresponding":false,"raw_author_name":"H.D. Victory","raw_affiliation_strings":["Department of Mathematics and Statistics, Texas Tech University, Lubbock, TX 79409-1042, USA"],"affiliations":[{"raw_affiliation_string":"Department of Mathematics and Statistics, Texas Tech University, Lubbock, TX 79409-1042, USA","institution_ids":["https://openalex.org/I12315562"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":3,"corresponding_author_ids":["https://openalex.org/A5102767004"],"corresponding_institution_ids":["https://openalex.org/I12315562"],"apc_list":{"value":3550,"currency":"USD","value_usd":3550},"apc_paid":null,"fwci":0.4326,"has_fulltext":false,"cited_by_count":5,"citation_normalized_percentile":{"value":0.63176471,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":89,"max":95},"biblio":{"volume":"148","issue":"1","first_page":"173","last_page":"187"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T12404","display_name":"Mathematical Approximation and Integration","score":0.9994999766349792,"subfield":{"id":"https://openalex.org/subfields/2612","display_name":"Numerical Analysis"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},"topics":[{"id":"https://openalex.org/T12404","display_name":"Mathematical Approximation and Integration","score":0.9994999766349792,"subfield":{"id":"https://openalex.org/subfields/2612","display_name":"Numerical Analysis"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T12299","display_name":"Radiation Shielding Materials Analysis","score":0.9480000138282776,"subfield":{"id":"https://openalex.org/subfields/2505","display_name":"Materials Chemistry"},"field":{"id":"https://openalex.org/fields/25","display_name":"Materials Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T11159","display_name":"Manufacturing Process and Optimization","score":0.9372000098228455,"subfield":{"id":"https://openalex.org/subfields/2209","display_name":"Industrial and Manufacturing Engineering"},"field":{"id":"https://openalex.org/fields/22","display_name":"Engineering"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/monte-carlo-method","display_name":"Monte Carlo method","score":0.855403482913971},{"id":"https://openalex.org/keywords/acceleration","display_name":"Acceleration","score":0.6795791983604431},{"id":"https://openalex.org/keywords/quasi-monte-carlo-method","display_name":"Quasi-Monte Carlo method","score":0.6655234694480896},{"id":"https://openalex.org/keywords/convergence","display_name":"Convergence (economics)","score":0.5578874349594116},{"id":"https://openalex.org/keywords/applied-mathematics","display_name":"Applied mathematics","score":0.5557427406311035},{"id":"https://openalex.org/keywords/smoothing","display_name":"Smoothing","score":0.4924860894680023},{"id":"https://openalex.org/keywords/monte-carlo-integration","display_name":"Monte Carlo integration","score":0.4768085181713104},{"id":"https://openalex.org/keywords/sequence","display_name":"Sequence (biology)","score":0.4559730291366577},{"id":"https://openalex.org/keywords/hybrid-monte-carlo","display_name":"Hybrid Monte Carlo","score":0.4329388439655304},{"id":"https://openalex.org/keywords/monte-carlo-molecular-modeling","display_name":"Monte Carlo molecular modeling","score":0.4225800633430481},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.38020843267440796},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.34148234128952026},{"id":"https://openalex.org/keywords/mathematical-optimization","display_name":"Mathematical optimization","score":0.3325682282447815},{"id":"https://openalex.org/keywords/physics","display_name":"Physics","score":0.16712400317192078},{"id":"https://openalex.org/keywords/markov-chain-monte-carlo","display_name":"Markov chain Monte Carlo","score":0.14222359657287598},{"id":"https://openalex.org/keywords/statistics","display_name":"Statistics","score":0.06044474244117737}],"concepts":[{"id":"https://openalex.org/C19499675","wikidata":"https://www.wikidata.org/wiki/Q232207","display_name":"Monte Carlo method","level":2,"score":0.855403482913971},{"id":"https://openalex.org/C117896860","wikidata":"https://www.wikidata.org/wiki/Q11376","display_name":"Acceleration","level":2,"score":0.6795791983604431},{"id":"https://openalex.org/C63320529","wikidata":"https://www.wikidata.org/wiki/Q7269435","display_name":"Quasi-Monte Carlo method","level":5,"score":0.6655234694480896},{"id":"https://openalex.org/C2777303404","wikidata":"https://www.wikidata.org/wiki/Q759757","display_name":"Convergence (economics)","level":2,"score":0.5578874349594116},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.5557427406311035},{"id":"https://openalex.org/C3770464","wikidata":"https://www.wikidata.org/wiki/Q775963","display_name":"Smoothing","level":2,"score":0.4924860894680023},{"id":"https://openalex.org/C132725507","wikidata":"https://www.wikidata.org/wiki/Q39879","display_name":"Monte Carlo integration","level":5,"score":0.4768085181713104},{"id":"https://openalex.org/C2778112365","wikidata":"https://www.wikidata.org/wiki/Q3511065","display_name":"Sequence (biology)","level":2,"score":0.4559730291366577},{"id":"https://openalex.org/C13153151","wikidata":"https://www.wikidata.org/wiki/Q1639846","display_name":"Hybrid Monte Carlo","level":4,"score":0.4329388439655304},{"id":"https://openalex.org/C37669827","wikidata":"https://www.wikidata.org/wiki/Q6904703","display_name":"Monte Carlo molecular modeling","level":4,"score":0.4225800633430481},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.38020843267440796},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.34148234128952026},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.3325682282447815},{"id":"https://openalex.org/C121332964","wikidata":"https://www.wikidata.org/wiki/Q413","display_name":"Physics","level":0,"score":0.16712400317192078},{"id":"https://openalex.org/C111350023","wikidata":"https://www.wikidata.org/wiki/Q1191869","display_name":"Markov chain Monte Carlo","level":3,"score":0.14222359657287598},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.06044474244117737},{"id":"https://openalex.org/C54355233","wikidata":"https://www.wikidata.org/wiki/Q7162","display_name":"Genetics","level":1,"score":0.0},{"id":"https://openalex.org/C74650414","wikidata":"https://www.wikidata.org/wiki/Q11397","display_name":"Classical mechanics","level":1,"score":0.0},{"id":"https://openalex.org/C86803240","wikidata":"https://www.wikidata.org/wiki/Q420","display_name":"Biology","level":0,"score":0.0},{"id":"https://openalex.org/C50522688","wikidata":"https://www.wikidata.org/wiki/Q189833","display_name":"Economic growth","level":1,"score":0.0},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1016/s0096-3003(02)00836-6","is_oa":false,"landing_page_url":"https://doi.org/10.1016/s0096-3003(02)00836-6","pdf_url":null,"source":{"id":"https://openalex.org/S50372074","display_name":"Applied Mathematics and Computation","issn_l":"0096-3003","issn":["0096-3003","1873-5649"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310320990","host_organization_name":"Elsevier BV","host_organization_lineage":["https://openalex.org/P4310320990"],"host_organization_lineage_names":["Elsevier BV"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Applied Mathematics and Computation","raw_type":"journal-article"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":17,"referenced_works":["https://openalex.org/W39759813","https://openalex.org/W595725726","https://openalex.org/W1483453680","https://openalex.org/W1578700422","https://openalex.org/W1756022602","https://openalex.org/W2027232155","https://openalex.org/W2034638017","https://openalex.org/W2043419861","https://openalex.org/W2063856871","https://openalex.org/W2098269688","https://openalex.org/W2110930696","https://openalex.org/W2898916015","https://openalex.org/W4300580367","https://openalex.org/W4301905083","https://openalex.org/W6601609821","https://openalex.org/W6637807771","https://openalex.org/W6658864428"],"related_works":["https://openalex.org/W4294677683","https://openalex.org/W1548972748","https://openalex.org/W590971457","https://openalex.org/W4367155567","https://openalex.org/W2151084831","https://openalex.org/W86393192","https://openalex.org/W2019600130","https://openalex.org/W4327802989","https://openalex.org/W4253585948","https://openalex.org/W1987325317"],"abstract_inverted_index":null,"counts_by_year":[{"year":2025,"cited_by_count":1},{"year":2021,"cited_by_count":1},{"year":2014,"cited_by_count":1}],"updated_date":"2025-11-06T03:46:38.306776","created_date":"2025-10-10T00:00:00"}