[Quantlib-dev] scrambled low discrepancy

[Mark j. <mar...@gm...>]

Unscrambled low discrepancy is in. I am pretty sure that no one is working
on scrambling but it would not be hard. I am planning to put some lattice
rule stuff in, however,

mark


> ------------------------------
>
> Message: 6
> Date: Sat, 15 Sep 2007 03:08:37 -0500
> From: "Young Cho" <cy...@gm...>
> Subject: [Quantlib-dev] Scrambled Low Discrepancy Sequence with
>         Qunatlib
> To: <qua...@li...>
> Message-ID: <46e...@mx...>
> Content-Type: text/plain; charset="us-ascii"
>
> Hello all,
>
> This is Young Cho, I am a college senior majoring Applied Math. I am
> researching low-discrepancy random number generator in Monte Carlo Method.
> I
> am wondering whether somebody is working on Scrambled Low discrepancy
> sequence with Quantlib. If somebody is doing, how is it going? I will be
> glad to hear any information about it. Please give me reply, if you are
> working on it.
>
>
>
> Thank you very much.
>
>
>
> Young Cho
>
> Department of Applied Mathematics
>
> Illinois Insititute of Technology
>
> E-mail : cy...@gm...
>
>
>
>
>
>
>
> Young Cho
>
> Department of Applied Mathematics
>
> Illinois Insititute of Technology
>
> Phone: (773) 656-7456
>
> E-mail : yc...@ii... or cy...@gm...
>
>
>
> -------------- next part --------------
> An HTML attachment was scrubbed...
>
> ------------------------------
>
> -------------------------------------------------------------------------
> This SF.net email is sponsored by: Microsoft
> Defy all challenges. Microsoft(R) Visual Studio 2005.
> http://clk.atdmt.com/MRT/go/vse0120000070mrt/direct/01/
>
> ------------------------------
>
> _______________________________________________
> QuantLib-dev mailing list
> Qua...@li...
> https://lists.sourceforge.net/lists/listinfo/quantlib-dev
>
>
> End of QuantLib-dev Digest, Vol 16, Issue 8
> *******************************************
>



-- 
Assoc Prof Mark Joshi
Centre for Actuarial Studies
University of Melbourne
My website is www.markjoshi.com