A Multi-point Distributed Random Variable Accelerator for Monte Carlo Simulation in Finance.
Nicola Bruti LiberatiFilippo MartiniPublished in: ISDA (2005)
Keyphrases
- monte carlo simulation
- random variables
- monte carlo
- probability distribution
- markov chain
- graphical models
- distribution function
- joint distribution
- latent variables
- directed acyclic graph
- computational intelligence
- bayesian networks
- conditionally independent
- stochastic dominance
- conditional probabilities
- computer networks
- conditional distribution
- fuzzy random variables
- least squares
- continuous variables
- marginal distributions
- joint probability distribution