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Search results for mathematics monte carlo
mathematics
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monte-carlo
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3 search results found
Sobol.jl
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74
generation of Sobol low-discrepancy sequence (LDS) for the Julia language
Qmcsoftware
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51
Numericalalgorithms.jl
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10
[DEPRECATED] Statistics & Numerical algorithms implemented in Julia.
Numerical Methods Lecture
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9
Numerical Methods Lecture: This repository contains the material created during the lecture Numerical Methods for Mathematical Finance.
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