Abstract. Monte Carlo (MC) methods have proved to be flexible, robust and very useful techniques in computational finance. Several studies have investigated ways to achieve greater...
In recent years the complexity of numerical computations in computational financial applications has been increased enormously. Monte Carlo algorithm is one of main tools in comput...
The Feistel-network is a popular structure underlying many block-ciphers where the cipher is constructed from many simpler rounds, each defined by some function which is derived fr...
Ueli M. Maurer, Yvonne Anne Oswald, Krzysztof Piet...
In recent years the financial world has seen an increasing demand for faster risk simulations, driven by growth in client portfolios. Traditionally many financial models employ Mo...