"Parallel random number generators in Monte Carlo derivative pricing: An ..."

Michael Mascagni, Lin-Yee Hin (2012)

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DOI: 10.1515/MCMA-2012-0005

access: closed

type: Journal Article

metadata version: 2020-07-03

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Michael Mascagni, Lin-Yee Hin:
Parallel random number generators in Monte Carlo derivative pricing: An application-based test. Monte Carlo Methods Appl. 18(2): 161-179 (2012)

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