mquad

Goal of this project is to provide the scientific community with a framework that allows for easy design and fast execution of time expensive numerical experiments to investigate multilevel quasi-Monte Carlo methods.

Applications we have in mind arise in Mathematical Finance and Physics.

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License

GNU General Public License version 3.0 (GPLv3)

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Additional Project Details

Intended Audience

Science/Research

Programming Language

C++

Related Categories

C++ Simulation Software, C++ Mathematics Software

Registered

2012-06-12

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