Analysis of the anomaly of ran1() generator in Monte Carlo pricing of financial derivatives
- Akira Tajima
- Syoiti Ninomiya
- et al.
- 1998
- Journal of the Operations Research Society of Japan
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3 results for Syoiti Ninomiya
Constructing a new class of low-discrepancy sequences by using the β-adic transformation
- Syoiti Ninomiya
- 1998
- Mathematics and Computers in Simulation
Toward real-time pricing of complex financial derivatives
- S. Ninomiya
- Shu Tezuka
- 1996
- Applied Mathematical Finance