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
- RandQMC
- SSJ
- TESTPACK
- LatNet Builder
- Lattice Builder
- QMC4PDE
- sobol.cc
- 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
- 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
- A multi-index quasi-Monte Carlo algorithm for lognormal diffusion problems
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