Scrambled Low Discrepancy Sequence with Qunatlib

[cypanic]

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 : [hidden email]

 

 

 

Young Cho

Department of Applied Mathematics

Illinois Insititute of Technology

Phone: [phone]

E-mail : [hidden email] or [hidden email]

 

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[Luigi Ballabio]

On Sat, 2007-09-15 at 03:08 -0500, Young Cho wrote:
> 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.

Not that I know of.
Would you be interested in contributing it?

Thanks,
        Luigi


--

For every problem there is one solution which is simple, neat, and
wrong.
-- H. L. Mencken



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