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来自「金融资产定价,随机过程,MONTE CARLO 模拟 JAVA 程序和文档资料」· 代码 · 共 18 行

DIRECTORY CONTENTS:

File L2Discrepeancies:

L2 discrepancies of the Sobol and NX sequence in dimensions 4-20.

Files NSXGeneratorRows/Columns:

The generator matrices for the NX sequence 9base b=2) in dimension 4-20 with 
either rows encoded as decimal integers or columns encoded as decimal integers
(for direct use in the point generation using the Gray code counter).


Files QmcIntDim*: 

Results of QMC integration using the Sobol, NX and Halton
sequences on a test suite of integrals. Files contain detailed information about 
the integrals. All integrals have analytic value = 1.