Nicola Bruti Liberati

Publication Activity (10 Years)

Years Active: 2004-2008
Publications (10 Years): 0

Publications

Nicola Bruti Liberati, Filippo Martini, Massimo Piccardi, Eckhard Platen
A hardware generator of multi-point distributed random numbers for Monte Carlo simulation. Math. Comput. Simul. 77 (1) (2008)
Nicola Bruti Liberati, Christina Nikitopoulos-Sklibosios, Eckhard Platen
First Order Strong Approximations of Jump Diffusions. Monte Carlo Methods Appl. 12 (3) (2006)
Nicola Bruti Liberati, Eckhard Platen, Filippo Martini, Massimo Piccardi
An FPGA generator for multipoint distributed random variables (abstract only). FPGA (2005)
Nicola Bruti Liberati, Eckhard Platen, Filippo Martini, Massimo Piccardi
A hardware generator for multi-point distributed random variables. ISCAS (2) (2005)
Nicola Bruti Liberati, Filippo Martini
A Multi-point Distributed Random Variable Accelerator for Monte Carlo Simulation in Finance. ISDA (2005)
Nicola Bruti Liberati, Eckhard Platen
On the Efficiency of Simplified Weak Taylor Schemes for Monte Carlo Simulation in Finance. International Conference on Computational Science (2004)