Quantile mechanics II: Changes of variables in Monte Carlo methods and GPU-optimised normal quantiles (Q2878024)
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scientific article; zbMATH DE number 6335414
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| English | Quantile mechanics II: Changes of variables in Monte Carlo methods and GPU-optimised normal quantiles |
scientific article; zbMATH DE number 6335414 |
Statements
28 August 2014
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computational finance
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Gaussian
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CUDA
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inverse CDF
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probit
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Quantile mechanics II: Changes of variables in Monte Carlo methods and GPU-optimised normal quantiles (English)
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0.7695624232292175
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0.7312545776367188
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0.7024592161178589
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0.699144721031189
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0.6981355547904968
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