Magic Point Shop
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Software:45639
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Source code repository: https://bitbucket.org/dnuyens/qmc-generators/src/master/
Related Items (8)
Conditional Sampling for Barrier Option Pricing Under the Heston Model ⋮ Construction-Free Median Quasi-Monte Carlo Rules for Function Spaces with Unspecified Smoothness and General Weights ⋮ 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 ⋮ A Multi-Index Quasi--Monte Carlo Algorithm for Lognormal Diffusion Problems ⋮ Analysis of a Helmholtz preconditioning problem motivated by uncertainty quantification ⋮ MDFEM: multivariate decomposition finite element method for elliptic PDEs with uniform random diffusion coefficients using higher-order QMC and FEM ⋮ Conditional Sampling for Barrier Option Pricing under the LT Method
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