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In this chapter we presents methods of generation of random numbers. The Monte Carlo method was invented by John von Neumannvon Neumann, John and Stanislaw Ulam. It is based on probabilistic ideas and can solve many problems, at least approximately. The method is powerful in option pricing, which will be investigated in Chap. 13. We need random numbers to apply the method. For efficiency, we need a good random number generator.

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Random Numbers

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  • 发表日期：

    2026年

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  • Geon Ho Choe

摘要

In this chapter we presents methods of generation of random numbers. The Monte Carlo method was invented by John von Neumannvon Neumann, John and Stanislaw Ulam. It is based on probabilistic ideas and can solve many problems, at least approximately. The method is powerful in option pricing, which will be investigated in Chap. 13. We need random numbers to apply the method. For efficiency, we need a good random number generator.