RandQMC
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Cited in
(14)- Algorithm 823
- Variance reduction with array-RQMC for tau-leaping simulation of stochastic biological and chemical reaction networks
- SSJ
- TOMS659
- Comparison of Sobol' sequences in financial applications
- Algorithm 955
- MRG32k3a
- LatNet Builder
- Lattice Builder
- Magic Point Shop
- Tractability using periodized generalized Faure sequences
- sobol.cc
- Constructing Sobol Sequences with Better Two-Dimensional Projections
- Quasi-Monte Carlo methods with applications in finance
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