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115
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CEC
2005
IEEE
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Artificial Intelligence
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CEC 2005
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A parallel Monte Carlo simulation on cluster systems for financial derivatives pricing
15 years 9 months ago
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koasas.kaist.ac.kr
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...
Jin Suk Kim, Suk Joon Byun
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