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swMATH33930MaRDI QIDQ45639FDOQ45639

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Source code repository: https://bitbucket.org/dnuyens/qmc-generators/src/master/

Cited In (8)

• 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
• The Mean Square Quasi-Monte Carlo Error for Digitally Shifted Digital Nets
• Walsh Figure of Merit for Digital Nets: An Easy Measure for Higher Order Convergent QMC
• MDFEM: multivariate decomposition finite element method for elliptic PDEs with uniform random diffusion coefficients using higher-order QMC and FEM
• A Multi-Index Quasi--Monte Carlo Algorithm for Lognormal Diffusion Problems
• Conditional sampling for barrier option pricing under the LT method
• Conditional Sampling for Barrier Option Pricing Under the Heston Model

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