Parallel pseudo-random number generators: a derivative pricing perspective with the Heston stochastic volatility model (Q2844293)
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scientific article; zbMATH DE number 6202452
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| English | Parallel pseudo-random number generators: a derivative pricing perspective with the Heston stochastic volatility model |
scientific article; zbMATH DE number 6202452 |
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28 August 2013
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parallel computing
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pseudo-random number generators
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testing random numbers
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financial applications
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Heston stochastic volatility model
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parallel computation
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numerical examples
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statistical test
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pricing
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Parallel pseudo-random number generators: a derivative pricing perspective with the Heston stochastic volatility model (English)
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0.8917423486709595
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0.7967128157615662
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0.735731840133667
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0.7207749485969543
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