Quantile mechanics II: Changes of variables in Monte Carlo methods and GPU-optimised normal quantiles (Q2878024)
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scientific article; zbMATH DE number 6335414
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Quantile mechanics II: Changes of variables in Monte Carlo methods and GPU-optimised normal quantiles |
scientific article; zbMATH DE number 6335414 |
Statements
28 August 2014
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computational finance
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Gaussian
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CUDA
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inverse CDF
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probit
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Quantile mechanics II: Changes of variables in Monte Carlo methods and GPU-optimised normal quantiles (English)
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