Nicola Bruti Liberati - researchr alias

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Viewing Publication 1 - 6 from 6

2008

A hardware generator of multi-point distributed random numbers for Monte Carlo simulationNicola Bruti Liberati, Filippo Martini, Massimo Piccardi, Eckhard Platen. mcs, 77(1):45-56, 2008. [doi]

2006

First Order Strong Approximations of Jump DiffusionsNicola Bruti Liberati, Christina Nikitopoulos-Sklibosios, Eckhard Platen. mcma, 12(3):191-209, 2006. [doi]

2005

A Multi-point Distributed Random Variable Accelerator for Monte Carlo Simulation in FinanceNicola Bruti Liberati, Filippo Martini. isda 2005: 532-537 [doi]

An FPGA generator for multipoint distributed random variables (abstract only)Nicola Bruti Liberati, Eckhard Platen, Filippo Martini, Massimo Piccardi. fpga 2005: 280 [doi]

A hardware generator for multi-point distributed random variablesNicola Bruti Liberati, Eckhard Platen, Filippo Martini, Massimo Piccardi. iscas 2005: 1702-1705 [doi]

2004

On the Efficiency of Simplified Weak Taylor Schemes for Monte Carlo Simulation in FinanceNicola Bruti Liberati, Eckhard Platen. iccS 2004: 771-778 [doi]

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