| Link/Url | Tags |
|---|---|
| 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 |