From: "William T. Rankin" <wrankin@ee.duke.edu>
Newsgroups: comp.parallel.mpi
Subject: Re: Monte Carlo, Finance & MPI
Date: Wed, 21 Jul 1999 21:21:48 -0400
Organization: Duke University, Durham, NC, USA
Message-Id: <Pine.LNX.4.10.9907212121270.926-100000@cerberus.ee.duke.edu>
References: <7n1hrh$l05$1@scotty.tinet.ie> <37949F1F.4FF372EE@olf.com>
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Xref: ukc comp.parallel.mpi:5365


In article <37949F1F.4FF372EE@olf.com>,
Ram Meenakshisundaram  <rmeenaks@olf.com> wrote:
>niall corrigan wrote:
>
>> Hi there....Can anyone please direct me to research on parallelising Monte
>> Carlo Simulation methods....specifically for financial problems ???
>>
>> Thanks
>> Eoin Corrigan
>
>Me too.  Thanks.
>
>Ram


see www.phy.duke.edu/brahma

-bill rankin


dr. bill rankin ............................... philosopher/coffee-drinker
wrankin@ee.duke.edu ............................ writer of little programs
duke university dept. of electrical engr ...... scientific computing group