Abstract. Financial applications are one of many fields where a multivariate Gaussian random number generator plays a key role in performing computationally extensive simulations. ...
A Multivariate Gaussian random number generator (MVGRNG) is an essential block for many hardware designs, including Monte Carlo simulations. These simulations are usually used in a...
Abstract. Monte Carlo simulation is one of the most widely used techniques for computationally intensive simulations in mathematical analysis and modeling. A multivariate Gaussian ...