Pages that link to "Item:Q2895879"
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The following pages link to Parallel random number generators in Monte Carlo derivative pricing: an application-based test (Q2895879):
Displaying 4 items.
- Parallel computing of a quasi-Monte Carlo algorithm for valuing derivatives (Q1978682) (← links)
- High performance computing in quantitative finance: a review from the pseudo-random number generator perspective (Q2248049) (← links)
- Parallel pseudo-random number generators: a derivative pricing perspective with the Heston stochastic volatility model (Q2844293) (← links)
- ANALYSIS OF THE ANOMALY OF ran1() GENERATOR IN MONTE CARLO PRICING OF FINANCIAL DERIVATIVES (Q4538107) (← links)
