 Quasi-Monte Carlo methods in finance

Quasi-Monte Carlo methods are a class of numerical techniques used for estimating the outcomes of complex stochastic processes, particularly in finance. They are an alternative to traditional Monte Carlo methods and are based on the same principle of random sampling, but instead of using random samples, they use deterministic sequences of points that are designed to cover the sample space more uniformly. Here are the main aspects of Quasi-Monte Carlo methods in finance: ### 1.