Parallel random number generators in Monte Carlo derivative pricing: an application-based test
type: Item
instance of: scholarly article
zbMATH Open document ID: 1242.91204
author: Michael Mascagni
author: Lin-Yee Hin
published in: Monte Carlo Methods and Applications
publication date: 2012-07-13T00:00:00Z
full work available at URL: http://hdl.handle.net/10453/115308
Mathematics Subject Classification ID: 91G60
Mathematics Subject Classification ID: 65C05
zbMATH DE Number: 6055368
zbMATH Keywords: parallel random number generators
zbMATH Keywords: testing random numbers
zbMATH Keywords: financial applications
describes a project that uses: TestU01
describes a project that uses: trng
MaRDI profile type: MaRDI publication profile
OpenAlex ID: W2030314651
DOI: 10.1515/MCMA-2012-0005
title: Parallel random number generators in Monte Carlo derivative pricing: an application-based test
description: scientific article; zbMATH DE number 6055368