"Parallel pseudo-random number generators: A derivative pricing perspective ..."

Michael Mascagni, Lin-Yee Hin (2013)

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DOI: 10.1515/MCMA-2013-0006

access: closed

type: Journal Article

metadata version: 2020-07-03

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Michael Mascagni, Lin-Yee Hin:
Parallel pseudo-random number generators: A derivative pricing perspective with the Heston stochastic volatility model. Monte Carlo Methods Appl. 19(2): 77-105 (2013)

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