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A comparison of Monte Carlo photon transport on two types of parallel computer

โœ Scribed by J. Wood; H. Al-Bahadili; S.A. Khaddaj


Book ID
107953886
Publisher
Elsevier Science
Year
1991
Tongue
English
Weight
811 KB
Volume
18
Category
Article
ISSN
0306-4549

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The performance of the standard Monte Carlo method is compared with the performance obtained through the use of tY mY s-nets in base b in the approximation of several high dimensional integral problems in valuing derivatives and other securities. The tY mY s-nets are generated by a parallel algorith