scrambled low discrepancy

[Mark joshi-2]

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

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Message: 6
Date: Sat, 15 Sep 2007 03:08:37 -0500
From: "Young Cho" <[hidden email]>
Subject: [Quantlib-dev] Scrambled Low Discrepancy Sequence with
        Qunatlib
To: <[hidden email]>
Message-ID: <[hidden email]>
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 : [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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End of QuantLib-dev Digest, Vol 16, Issue 8
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--
Assoc Prof Mark Joshi
Centre for Actuarial Studies
University of Melbourne
My website is www.markjoshi.com
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