High performance computing in quantitative finance: a review from the pseudo-random number generator perspective (Q2248049)
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scientific article; zbMATH DE number 6309947
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| English | High performance computing in quantitative finance: a review from the pseudo-random number generator perspective |
scientific article; zbMATH DE number 6309947 |
Statements
High performance computing in quantitative finance: a review from the pseudo-random number generator perspective (English)
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30 June 2014
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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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pricing
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Monte Carlo simulation
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0.8857684
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0.87772703
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0.8573143
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0.85609764
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0.83777094
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0.8306676
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0.82831347
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