swMATH33930MaRDI QIDQ45639FDOQ45639
Author name not available (Why is that?)
Official website: https://people.cs.kuleuven.be/~dirk.nuyens/
Source code repository: https://bitbucket.org/dnuyens/qmc-generators/src/master/
Cited In (15)
- Walsh figure of merit for digital nets: an easy measure for higher order convergent QMC
- The mean square quasi-Monte Carlo error for digitally shifted digital nets
- Analysis of a Helmholtz preconditioning problem motivated by uncertainty quantification
- Construction-free median quasi-Monte Carlo rules for function spaces with unspecified smoothness and general weights
- Conditional sampling for barrier option pricing under the Heston model
- RandQMC
- SSJ
- TESTPACK
- MDFEM: multivariate decomposition finite element method for elliptic PDEs with uniform random diffusion coefficients using higher-order QMC and FEM
- LatNet Builder
- Lattice Builder
- QMC4PDE
- sobol.cc
- Conditional sampling for barrier option pricing under the LT method
- A multi-index quasi-Monte Carlo algorithm for lognormal diffusion problems
This page was built for software: Magic Point Shop
