Parallel pseudo-random number generators: A derivative pricing perspective with the Heston stochastic volatility model

DOI10.1515/mcma-2013-0006zbMath1273.65006OpenAlexW1440316993MaRDI QIDQ2844293

Publication date: 28 August 2013

Published in: Monte Carlo Methods and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/mcma-2013-0006

zbMATH Keywords

numerical examples parallel computation parallel computing pricing Heston stochastic volatility model statistical test financial applications pseudo-random number generators testing random numbers

Mathematics Subject Classification ID

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Uses Software

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