Search Results - subject:"random bit generators"

Distributional Deviations in Random Number Generation in Finance

Chavez, Sergio; Platen, Eckhard - Finance Discipline Group, Business School - 2008

numbers is suggested. The resulting hybrid random bit generators are then suitable for parallel implementation with random …. The resulting hybrid random bit generators are then suitable for parallel implementation with random walk type … similar deviations in almost all simulation experiments we performed in a similar way when using random bit generators …

Persistent link: https://www.econbiz.de/10004984567

A Hardware Generator of Multi-point Distributed Random Numbers for Monte Carlo Simulation

Bruti-Liberati, Nicola; Martini, Filippo; Piccardi, Massimo - Finance Discipline Group, Business School - 2005

Monte Carlo simulation of weak approximations of stochastic differential equations constitutes an intensive computational task. In applications such as finance, for instance, to achieve "real time" execution, as often required, one needs highly efficient implementations of the multi-point...

Persistent link: https://www.econbiz.de/10004984541

A hardware generator of multi-point distributed random numbers for Monte Carlo simulation

Bruti-Liberati, Nicola; Martini, Filippo; Piccardi, Massimo - In: Mathematics and Computers in Simulation (MATCOM) 77 (2008) 1, pp. 45-56

Monte Carlo simulation of weak approximations of stochastic differential equations constitutes an intensive computational task. In applications such as finance, for instance, to achieve “real time” execution, as often required, one needs highly efficient implementations of the multi-point...

Persistent link: https://www.econbiz.de/10011050953