Lecture 2023-1 Session 11: Numerical Methods: Random Number Generation (2/7): Discrepancy/K.-H. Ineq
Channel: finmath
Date: 29/05/2023

Lecture 2023-1 Session 11: Numerical Methods / Computational Finance 1: Random Number Generation (2/7): Discrepancy and the Koksma-Hlawka Inequality