An HTML Version of a notebook that is part of the QR Streams documentation.
Dr. D. Egloff
Senior Financial Engineer
CSK (Schweiz) AG
Industriestrasse 50a
8304 Wallisellen/Zurich
Switzerland
Dr. R. Maeder
MathConsult Dr. R. Mäder
Samstagernstraße 58a
8832 Wollerau
Switzerland
Introduction
Uniform Distribution, Discrepancy and Low-Discrepancy Sequences
The Classical Examples of Low-Discrepancy Sequences
The Construction based on (t,m,s)-Nets and (t,s)-Sequences
A Note on the Construction of Irreducible Polynomials
Application to Numerical Integration
Application to the Pricing of Complex Financial Securities
References