{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2025,11,20]],"date-time":"2025-11-20T12:11:47Z","timestamp":1763640707517},"reference-count":0,"publisher":"Cambridge University Press (CUP)","issue":"5","license":[{"start":{"date-parts":[[2001,9,25]],"date-time":"2001-09-25T00:00:00Z","timestamp":1001376000000},"content-version":"unspecified","delay-in-days":0,"URL":"https:\/\/www.cambridge.org\/core\/terms"}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":["Econom. Theory"],"published-print":{"date-parts":[[2001,10]]},"abstract":"<jats:p>This paper considers features in numerical and stochastic \nintegration approaches for the evaluation of analytically \nintractable integrals. It provides a unification of these two \napproaches. Some important features in quadrature formulations, \nnamely, interpolation and region partition, can provide a valuable \ndevice for the design of a stochastic simulator. An interpolating \nfunction can be used as a valuable control variate for variance \nreduction in simulation. We illustrate possible variance reduction \nby some numerical cases with Gaussian quadrature. The resulting \nsimulator may also be regarded as a monitor of the approximation \nerror of a quadrature.<\/jats:p>","DOI":"10.1017\/s0266466601175043","type":"journal-article","created":{"date-parts":[[2002,7,27]],"date-time":"2002-07-27T09:16:52Z","timestamp":1027761412000},"page":"933-961","source":"Crossref","is-referenced-by-count":4,"title":["INTERPOLATION, QUADRATURE, AND STOCHASTIC INTEGRATION"],"prefix":"10.1017","volume":"17","author":[{"given":"Lung-fei","family":"Lee","sequence":"first","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]}],"member":"56","published-online":{"date-parts":[[2001,9,25]]},"container-title":["Econometric Theory"],"original-title":[],"language":"en","link":[{"URL":"https:\/\/www.cambridge.org\/core\/services\/aop-cambridge-core\/content\/view\/S0266466601175043","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2019,5,7]],"date-time":"2019-05-07T18:49:11Z","timestamp":1557254951000},"score":1,"resource":{"primary":{"URL":"https:\/\/www.cambridge.org\/core\/product\/identifier\/S0266466601175043\/type\/journal_article"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2001,9,25]]},"references-count":0,"journal-issue":{"issue":"5","published-print":{"date-parts":[[2001,10]]}},"alternative-id":["S0266466601175043"],"URL":"https:\/\/doi.org\/10.1017\/s0266466601175043","relation":{},"ISSN":["0266-4666","1469-4360"],"issn-type":[{"value":"0266-4666","type":"print"},{"value":"1469-4360","type":"electronic"}],"subject":[],"published":{"date-parts":[[2001,9,25]]}}}