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"On the Anomaly of ran1() in Monte Carlo Pricing of Financial Derivatives."

Akira Tajima, Syoiti Ninomiya, Shu Tezuka (1996)

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DOI: 10.1109/WSC.1996.873301

access: closed

type: Conference or Workshop Paper

metadata version: 2023-03-24

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  dblp key:
  - conf/wsc/TajimaNT96
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  persistent URL:
  - https://dblp.org/rec/conf/wsc/TajimaNT96
Akira Tajima, Syoiti Ninomiya, Shu Tezuka:
On the Anomaly of ran1() in Monte Carlo Pricing of Financial Derivatives. WSC 1996: 360-366

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