Monte Carlo grid for financial risk management
- Shu Tezuka
- Hiroki Murata
- et al.
- 2005
- Future Generation Computer Systems
Publications
Date
Featured collections
Popular topics
16 results for Shu Tezuka
I-binomial scrambling of digital nets and sequences
- Shu Tezuka
- Henri Faure
- 2003
- Journal of Complexity
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
Toward real-time pricing of complex financial derivatives
- S. Ninomiya
- Shu Tezuka
- 1996
- Applied Mathematical Finance
A Note on Polynomial Arithmetic Analogue of Halton Sequences
- Shu Tezuka
- Takeshi Tokuyama
- 1994
- ACM Transactions on Modeling and Computer Simulation (TOMACS)
The k-dimensional distribution of combined gfsr sequences
- Shu Tezuka
- 1994
- Mathematics of Computation
On the Lattice Structure of the Add-With-Carry and Subtract-With-Borrow Random Number Generators
- Shu Tezuka
- Pierre L'Ecuyer
- et al.
- 1993
- ACM Transactions on Modeling and Computer Simulation (TOMACS)
Polynomial Arithmetic Analogue of Halton Sequences
- Shu Tezuka
- 1993
- ACM Transactions on Modeling and Computer Simulation (TOMACS)
On the distribution of fc-dimensional vectors for simple and combined tausworthe sequences
- Raymond Couture
- Pierre Lecuyer
- et al.
- 1993
- Mathematics of Computation
Calculation of fibonacci polynomials for gfsr sequences with low discrepancies
- Shu Tezuka
- Masanori Fushimi
- 1993
- Mathematics of Computation