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

Akira Tajima Syoiti Ninomiya Shu Tezuka On the Anomaly of ran1() in Monte Carlo Pricing of Financial Derivatives. 360-366 1996 Winter Simulation Conference http://doi.acm.org/10.1145/256562.256653 db/conf/wsc/wsc1996.html#TajimaNT96