High performance computing in quantitative finance: a review from the pseudo-random number generator perspective (Q2248049)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | High performance computing in quantitative finance: a review from the pseudo-random number generator perspective |
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High performance computing in quantitative finance: a review from the pseudo-random number generator perspective (English)
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30 June 2014
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parallel random number generators
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testing random numbers
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financial applications
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pricing
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Monte Carlo simulation
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