RandQMC
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swMATH8113MaRDI QIDQ20127FDOQ20127
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Official website: http://www.math.uwaterloo.ca/~clemieux/randqmc.html
Cited In (14)
- Variance reduction with array-RQMC for tau-leaping simulation of stochastic biological and chemical reaction networks
- Algorithm 823
- SSJ
- TOMS659
- 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
- Comparison of Sobol' sequences in financial applications
- Quasi-Monte Carlo methods with applications in finance
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