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. The purpose of this paper is to study the e‐ciency of simplifled weak schemes for stochastic difierential equations. We present a numerical comparison between weak Taylor schemes and their simplifled versions. In the simplifled schemes discrete random variables, instead of Gaussian ones, are generated to approximate multiple stochastic integrals. We show that an implementation of simplifled schemes based on random,bits generators signiflcantly increases the computational speed. The

On the Efficiency of Simplified Weak Taylor Schemes for Monte Carlo Simulation in Finance