TajimaNT96'

BibTeX

@inproceedings{DBLP:conf/wsc/TajimaNT96,
  author    = {Akira Tajima and
               Syoiti Ninomiya and
               Shu Tezuka},
  title     = {On the Anomaly of ran1() in Monte Carlo Pricing of Financial
               Derivatives},
  booktitle = {Winter Simulation Conference},
  year      = {1996},
  pages     = {360-366},
  ee        = {http://doi.acm.org/10.1145/256562.256653},
  bibsource = {DBLP, http://dblp.uni-trier.de}
}