> "I've a question re: the random no. generators used
> in
> quant lib.. for the monte carlo pricer don't you
> need
> to use some low discrepancy (sobol) sequences,
> otherwise anything with dimensions >1 is likely to
> be
> inaccurately priced ?? numerical recipies has an
> algorithm, but its limited to 6 dimensions. Anyone
> know a good algorithm for going beyond this?"
>
> Yes, there is such algorithm. Please, check
>
http://www.broda.co.uk/software.htm>
> Regards
> Sergei
>
>
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