Sobol Sequence Explained by Antoine Savine

left: random, right: Sobol — Modern Computational Finance (Antoine Savine, Wiley, 2018), page 205
Nesting and Branching Simulations

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Quantitative Finance Practitioner (Danske Bank), Academic (Copenhagen University) and Author (Modern Computational Finance, Wiley)

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Antoine Savine

Antoine Savine

Quantitative Finance Practitioner (Danske Bank), Academic (Copenhagen University) and Author (Modern Computational Finance, Wiley)

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