Monte Carlo implementation of financial simulation on Cell/B.E. multi-core processor

DOI10.1016/J.MATCOM.2010.08.004zbMath1237.91233OpenAlexW2131299554MaRDI QIDQ622187

Jonas Larsson

Publication date: 31 January 2011

Published in: Mathematics and Computers in Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.matcom.2010.08.004

zbMATH Keywords

MPIMonte Carlomulti-corecellfinancial simulation

Mathematics Subject Classification ID

Numerical methods (including Monte Carlo methods) (91G60) Monte Carlo methods (65C05)

Uses Software

• Cellss

Cites Work

• Unnamed Item
• A Note on the Generation of Random Normal Deviates

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