random number generator

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Monte Carlo Simulation Using Various Industry Library Solutions [Knowledgebase]
by Sergey A. Maidanov Introduction Monte Carlo simulation is one of the recognized numerical tools for pricing derivative securities, particularly flexible and useful for complex models of real ...

Posted: 2008-11-07 15:06:47 by Sergey Maidanov (Intel)
random number generator, monte carlo, intel math kernal library
RAN function not working [Forums]
Ran function is not working with "Intel(R) Fortran Compiler Integration for Microsoft Visual Studio 2008, 10.1.3440.2008, Copyright (C) 2002-2008 Intel Corporation" The code not working is below with ...

Posted: 2008-10-03 15:01:53 by nitin_amt
random number generator, RAN function problem
RANDOM_SEED() and RANDOM_NUMBER() [Forums]
Hi again I am trying to obtain a set of random numbers and I use this code:       USE DFPORT       REAL T1       CALL RANDOM_SEED()       CALL RANDOM_NUMBER(T1) Now this does g ...

Posted: 2008-11-13 03:13:50 by johansoderstrom
random number generator
Thread safety issue for random_number intrinsic [Knowledgebase]
Reference Number : dpd200111195Version : Intel Fortran Compiler version 11.0Operating System : Windows, Linux, Mac OS XProblem Description :    Calls to the Fortran intrinsic function RAND ...

Posted: 2009-07-10 09:18:31 by Martyn Corden (Intel)
random number generator