Chavez, Sergio; Platen, Eckhard - 2008
deviations from targeted distributions when used in
parallel implementations. In Monte Carlo simulation of random walks
for …
numbers in parallel, suitable for Monte Carlo simulation in flnance.
JEL Classiflcation: G10, G13
1991 Mathematics Subject …
generators, Monte Carlo simulation, feedback shift register method.
1University of Technology Sydney, School of Finance …