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...
ICCS
2001
Springer
13 years 9 months ago
2001
Springer
Parallel computing has been touted as the pinnacle of high performance digital computing by many. However, many problems remain intractable using deterministic algorithms. Randomiz...