A Multi-point Distributed Random Variable Accelerator for Monte Carlo Simulation in Finance

Nicola Bruti Liberati, Filippo Martini. A Multi-point Distributed Random Variable Accelerator for Monte Carlo Simulation in Finance. In Proceedings of the Fifth International Conference on Intelligent Systems Design and Applications (ISDA 2005), 8-10 September 2005, Wroclaw, Poland. pages 532-537, IEEE Computer Society, 2005. [doi]

Abstract

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