A hardware generator of multi-point distributed random numbers for Monte Carlo simulation
نویسندگان
چکیده
منابع مشابه
A hardware generator of multi-point distributed random numbers for Monte Carlo simulation
Monte Carlo simulation of weak approximations of stochastic differential equations constitutes an intensive computational task. In applications such as finance, for instance, to achieve “real time” execution, as often required, one needs highly efficient implementations of the multi-point distributed random number generator underlying the simulations. In this paper a fast and flexible dedicated...
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ژورنال
عنوان ژورنال: Mathematics and Computers in Simulation
سال: 2008
ISSN: 0378-4754
DOI: 10.1016/j.matcom.2007.01.031