Oxford-Man Institute of Quantitative Finance

Making cubature work

Terry LyonsWonjung Lee, Wei Pan, Greg Gyurko, Christian Litterer,

Maria Tchernychova,….With research support from ERC,ESRC,EPSRC, and the

Oxford Man Institute

Oxford-Man Institute of Quantitative Finance 21/09/2012ICERM

Oxford-Man Institute of Quantitative Finance

Cubature and ray tracing

21/09/2012ICERM

deg 2 3 4 5 6 7 8 9 10 11 12 deg

seconds 16 30 49 76 124 161 217 288 375 474 590

seconds

Oxford-Man Institute of Quantitative Finance 21/09/2012ICERM

Oxford-Man Institute of Quantitative Finance 21/09/2012ICERM

Oxford-Man Institute of Quantitative Finance 21/09/2012ICERM

Oxford-Man Institute of Quantitative Finance 21/09/2012ICERM

Oxford-Man Institute of Quantitative Finance 21/09/2012ICERM

Singular Integrals and Differentiability Properties of Functions (PMS-30) Elias M. Stein Cloth | 1971 | $99.95 / £69.95 | ISBN: 9780691080796 304 pp.

Oxford-Man Institute of Quantitative Finance 21/09/2012ICERM

Oxford-Man Institute of Quantitative Finance 21/09/2012ICERM

Oxford-Man Institute of Quantitative Finance 21/09/2012ICERM

Oxford-Man Institute of Quantitative Finance 21/09/2012ICERM

Oxford-Man Institute of Quantitative Finance 21/09/2012ICERM

Oxford-Man Institute of Quantitative Finance 21/09/2012ICERM

Oxford-Man Institute of Quantitative Finance 21/09/2012ICERM

Oxford-Man Institute of Quantitative Finance 21/09/2012ICERM

Oxford-Man Institute of Quantitative Finance 21/09/2012ICERM