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

Michael Mascagni, Lin-Yee Hin (2012)

Details and statistics

DOI: 10.1515/MCMA-2012-0005

access: closed

type: Journal Article

metadata version: 2020-07-03

a service of  Schloss Dagstuhl - Leibniz Center for Informatics