81 search results - page 1 / 17 » Pseudorandom Financial Derivatives |
CORR
2010
Springer
12 years 12 months ago
2010
Springer
NAA
2000
Springer
13 years 8 months ago
2000
Springer
Abstract. Monte Carlo (MC) methods have proved to be flexible, robust and very useful techniques in computational finance. Several studies have investigated ways to achieve greater...
CEC
2005
IEEE
13 years 10 months ago
2005
IEEE
In recent years the complexity of numerical computations in computational financial applications has been increased enormously. Monte Carlo algorithm is one of main tools in comput...
EUROCRYPT
2006
Springer
13 years 8 months ago
2006
Springer
The Feistel-network is a popular structure underlying many block-ciphers where the cipher is constructed from many simpler rounds, each defined by some function which is derived fr...
FPL
2008
Springer
13 years 6 months ago
2008
Springer
In recent years the financial world has seen an increasing demand for faster risk simulations, driven by growth in client portfolios. Traditionally many financial models employ Mo...