Quantitative Finance Collector is a blog on Quantitative finance analysis, methods in mathematical finance focusing on derivative pricing, quantitative trading and quantitative risk management.
Tags：sobol
| Title | Added by | Added on |
| [Others] High Dimensional Sobol Sequences | abiao | 2010/03/26 |
| [Code » C++] Sobol sequence generator | abiao | 2009/06/11 |
| [Code » Mathematica] Primitive polynomials for Sobol sequences | abiao | 2008/11/13 |
| [Code » Matlab] halton and sobol sequences | abiao | 2008/08/06 |
| [Code » Matlab] Sobol and Generalised Faure sequences | abiao | 2008/08/01 |
