Monte Carlo frameworks
Subtitle: building customisable high performance C++ applications
By: Daniel J. Duffy, Joerg Kienitz.
Contributors: Kienitz, Joerg.
Publisher: Wiley
Published: 2009
Place of publication: Hoboken, N.J
Language: eng
ISBN-13: 9780470060698
Subjects: Finance -- Mathematical models; Monte Carlo method; C++ (Computer program language)