Analysis of the Anomaly of ran1( ) Generator in Monte Carlo Pricing of Financial Derivatives
| Year of publication: |
1998
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|---|---|
| Authors: | Tajima, Akira ; Ninomiya, Syoiti ; Tezuka, Shu |
| Published in: |
Journal of the Operations Research Society of Japan : JORSJ. - Tokyo : Soc., ISSN 0453-4514, ZDB-ID 715544x. - Vol. 41.1998, 3, p. 387-397
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