DocumentCode
2480353
Title
On the anomaly of ran1() in monte carlo pricing of financial derivatives
Author
Tajima, Akira ; Ninomiya, Syoiti ; Tezuka, Shu
Author_Institution
IBM
fYear
1996
fDate
1996
Firstpage
360
Lastpage
366
Keywords
Analysis of variance; Character generation; Computational modeling; Finance; Laboratories; Loans and mortgages; Monte Carlo methods; Pricing; Random number generation; Random sequences;
fLanguage
English
Publisher
ieee
Conference_Titel
Simulation Conference, 1996. Proceedings. Winter
Print_ISBN
0-7803-3383-7
Type
conf
DOI
10.1109/WSC.1996.873301
Filename
873301
Link To Document