On the Anomaly of Ran1() in Monte Carlo Pricing of Financial Derivatives

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Title: On the Anomaly of Ran1() in Monte Carlo Pricing of Financial Derivatives
Author: Tajima, Akira; Ninomiya, Syoiti; Tezuka, Shu
Publisher: Institute of Electrical and Electronics Engineers (IEEE)
Date: 1996
Series/Report No.: Winter Simulation Conference Proceedings
URI: http://www.lib.ncsu.edu/resolver/1840.4/5085


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