RandQMC User’s Guide: A Package for Randomized Quasi-Monte Carlo Methods in C
Keywords for this software
References in zbMATH (referenced in 4 articles )
Showing results 1 to 4 of 4.
- Harase, Shin: Comparison of Sobol’ sequences in financial applications (2019)
- Lemieux, Christiane: Tractability using periodized generalized Faure sequences (2015)
- L’Ecuyer, Pierre: Quasi-Monte Carlo methods with applications in finance (2009)
- Joe, Stephen; Kuo, Frances Y.: Constructing Sobol’ sequences with better two-dimensional projections (2008)