QMC integration of non-smooth functions: application to pricing exotic options

A project for a course on stochastic simulation

Name		Name	Last commit message	Last commit date
Latest commit History 20 Commits
graphics		graphics
.DS_Store		.DS_Store
Archive.zip		Archive.zip
Payoff.py		Payoff.py
QMC integration of non-smooth functions.pdf		QMC integration of non-smooth functions.pdf
README.md		README.md
Sobol_new-joe-kuo-6.21201		Sobol_new-joe-kuo-6.21201
main.tex		main.tex
powerpoint_stochastic.pdf		powerpoint_stochastic.pdf
q1.py		q1.py
q2.py		q2.py
q3.py		q3.py
roc.pdf		roc.pdf
sobol_new.py		sobol_new.py

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