Serving the Quantitative Finance Community
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- SmileVolTrade
- Posts: 0
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generator of random variables
HelloI search for a generator of random variable for simulation ( for exemple monte carlo simulation, pricing financial derivatives)Thanks for your help.
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- terrorbyte
- Posts: 3
- Joined:
generator of random variables
In Google, search for "Mersenne Twister".It is a great generator and comes with VB/ C#/ C++ and VBA code.Terror