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Generating Sobol in C#

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 Wednesday, September 03, 2008
Generating Sobol in C#
Wednesday, September 03, 2008 11:39:35 AM (台北標準時間, UTC+08:00) ( Quant's Life )
Sobol is a very popular quasi-random number algorithm for Monte Carlo simulation. I implemented a Sobol quasi-random number generators at

http://www.derivativepower.com/dp/Demo/sobol.aspx

If you need some Sobol sequences, you can try it and give me some comment. Thanks.

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