AMR08/1
OVERLAPPING ADDITIVE SCHWARZ PRECONDITIONERS FOR ELLIPTIC PDES ON THE UNIT SPHERE
Q.T. Le Gia, I.H. Sloan and T. Tran
January 2008


AMR08/2
MAXIMUM-NORM ERROR ANALYSIS OF A NUMERICAL SOLUTION VIA LAPLACE TRANSFORMATION AND QUADRATURE OF A FRACTIONAL ORDER EVOLUTION EQUATION
W. McLean and V. Thomee
February 2008


AMR08/3
OPTION PRICING IN THE KOU MODEL USING QUASI-MONTE CARLO POINT SETS
J. Baldeaux
February 2008


AMR08/4
UNBIASED MONTE CARLO METHODS FOR LOOKBACK OPTIONS IN JUMP-DIFFUSION MODELS
J.F. Baldeaux
March 2008


AMR08/5
ON DECOMPOSITIONS OF MULTIVARIATE FUNCTIONS
F.Y. Kuo, I.H. Sloan, G.W. Wasilkowski and H. Wozniakowski
April 2008
Revised version, April 2009



AMR08/6
SPLINE METHODS USING LOW DISCREPANCY DESIGNS
X. Zeng, P. Kritzer and F.J. Hickernell
August 2008


AMR08/7
A VARIATIONAL CHARACTERISATION OF SPHERICAL DESIGNS
I.H. Sloan and R.S. Womersley
August 2008


AMR08/8
DUALITY THEORY AND PROPAGATION RULES FOR GENERALIZED DIGITAL NETS
J. Dick and P. Kritzer
August 2008


AMR08/9
QUASI-MONTE CARLO FOR FINANCE APPLICATIONS
M.B. Giles, F.Y. Kuo, I.H. Sloan and B.J. Waterhouse
October 2008


AMR08/10
QUASI-MONTE CARLO METHODS IN FINANCIAL ENGINEERING: AN EQUIVALENCE PRINCIPLE AND DIMENSION REDUCTION
X. Wang and I.H. Sloan
October 2008


AMR08/11
PSEUDODIFFERENTIAL EQUATIONS ON THE SPHERE WITH RADIAL BASIS FUNCTIONS; ERROR ANALYSIS
T. Tran and T.D. Pham
November 2008


AMR08/12
COLLOCATION SOLUTIONS TO PSEUDODIFFERENTIAL EQUATIONS OF NEGATIVE ORDERS ON THE SPHERE USING SPHERICAL RADIAL BASIS FUNCTIONS
T.D. Pham and T. Tran
November 2008


AMR08/13
ON THE APPROXIMATION OF SMOOTH FUNCTIONS USING GENERALIZED DIGITAL NETS
J. Baldeaux, J. Dick and P. Kritzer
November 2008