Constructing Sobol Sequences with Better Two-Dimensional Projections
Author:
Publisher
Society for Industrial & Applied Mathematics (SIAM)
Subject
Applied Mathematics,Computational Mathematics
Link
http://epubs.siam.org/doi/pdf/10.1137/070709359
Reference21 articles.
1. Algorithm 659
2. Constructing Embedded Lattice Rules for Multivariate Integration
3. The construction of good extensible rank-1 lattices
4. Pricing Discrete Dynamic Fund Protections
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