Chao-Jen Chen's blog articles
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on 8/16/2012 10:25 PM
Latest blog articles by fortifiedcradle (see all)
- F#: Running Monte Carlo Simulation on GPU
- F#: Infinity and Infinitesimal-ness
- F#: How could the Monte Calro pricer return option_price = infinity?
- F#: Monte Carlo Simulation using Tail Recursion
- F#: speed up Monte Carlo Simulation by reducing creation of a new list
- F#: use "Find and Replace" to speed up Monte Carlo Simulation
- F#: a Monte Carlo Pricer for European Calls and Puts
- F# Profiling: How to measure CPU time and absolute time?
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