モンテカルロ法によるプライシングとリスク量の算出について―正規乱数を用いる場合の適切な実装方法の考察―
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39 Curra, M., Strata gems, Rsk, Vol.7 No.3, 994. Falloo, W., Who ows the deas that derve dervatve?, Rsk, Vol.2 No.2, 999. Johso, N. L., S., Kotz, ad N. Balakarsha, Cotuous Uvarate Dstrbutos Vol. 2d Edto, Joh Wley & Sos, 994. Joro, P., Value at Rsk 2d Edto, McGraw-Hll, 200. Joy, C., P. P. Boyle, ad K. S. Ta, Quas Mote Carlo Methods Numercal Face, Chapter 24 Mote Carlo, Methodologes ad Applcatos for Prcg ad Rsk Maagemet, Rsk, 998. Matsumoto, M., ad T. Nshmura, Mersee Twster, ACM Trascrpt o Modelg ad Computer Smulato, Vol.8 No., 998. Moro, B., The full Mote, Rsk, Vol.8 No.2, 995. Traub, J. F., ad A. G. Werschulz, Complexty ad Iformato, Cambrdge Uversty Press, 998. Wlmott, P., Paul Wlmott o Quattatve Face, Joh Wley & Sos, Mcrosoft Product Support Servces, Excel: Radom Number Geerato, ( com/support/kb/artcles/q86/5/23.asp).
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