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Monte Carlo simulation 1 Pseudo-random number generators 1 feedback shift register method 1 parallel random bit generators 1
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Free 1
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Book / Working Paper 1
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Undetermined 1
Author
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Chavez, Sergio 1 Platen, Eckhard 1
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Finance Discipline Group, Business School 1
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Research Paper Series / Finance Discipline Group, Business School 1
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Distributional Deviations in Random Number Generation in Finance
Chavez, Sergio; Platen, Eckhard - Finance Discipline Group, Business School - 2008
Classiflcation: primary 90A12; secondary 60G30, 62P20. Key words and phrases: Pseudo-random number generators, parallel random bit … generators, Monte Carlo simulation, feedback shift register method. 1University of Technology Sydney, School of Finance …
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