Toward real-time pricing of complex financial derivatives
- S. Ninomiya
- Shu Tezuka
- 1996
- Applied Mathematical Finance
Publications
This is our catalog of publications authored by IBM researchers, in collaboration with the global research community. It’s an ever-growing body of work that shows why IBM is one of the most important contributors to modern computing.
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16 results for Shu Tezuka
A Note on Polynomial Arithmetic Analogue of Halton Sequences
- Shu Tezuka
- Takeshi Tokuyama
- 1994
- ACM Transactions on Modeling and Computer Simulation (TOMACS)
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)
Efficient and Portable Combined Tausworthe Random Number Generators
- Shu Tezuka
- Pierre L'Ecuyer
- 1991
- ACM Transactions on Modeling and Computer Simulation (TOMACS)
HEURISTIC APPROACH FOR FINDING ASYMPTOTICALLY RANDOM GFSR GENERATORS.
- Shu Tezuka
- 1987
- Journal of information processing