Parallel random number generators in Monte Carlo derivative pricing: an application-based test (Q2895879)

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scientific article; zbMATH DE number 6055368
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Parallel random number generators in Monte Carlo derivative pricing: an application-based test
scientific article; zbMATH DE number 6055368

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    13 July 2012
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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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    Parallel random number generators in Monte Carlo derivative pricing: an application-based test (English)
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