A High Performance Monte Carlo Integration Simulation Framework

PengHeProfessor

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2 Sep 2014CPOL4 min read

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A high performance monte carlo simulation framework for financial derivative pricing

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This article, along with any associated source code and files, is licensed under The Code Project Open License (CPOL)

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PengHeProfessor

Software Developer (Senior)

United States

I have been developing low latency high throughput services and platforms in financial trading industry and financial/market risk systems since 2004, mostly in C++ and python, some in C#.net and Java.

A High Performance Monte Carlo Integration Simulation Framework

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