Sobol sequences explained

Quantitative Finance

(An excerpt from the Modern Computational Finance book)

Random and Sobol points in dimension 2
https://medium.com/@antoine_savine/sobol-sequence-explained-188f422b246b

Published by Antoine Savine

Antoine Savine is a practitioner and a lecturer in mathematical and numerical finance. Antoine Savine works at Danske Bank and Copenhagen University. Antoine Savine is also the author of the Modern Computational Finance books with Wiley.

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