|
From: animesh s. <ani...@gm...> - 2010-09-16 07:50:02
|
What is the method used for Random number generation in QuantLib for Monte Carlo Simulations (for instance Heston Model)? Is it Mersene Twister or something else? -- Regards, Animesh Saxena (http://quantanalysis.wordpress.com) Ph: (+91)9920098221 |