Open AccessImproved Monte Carlo method for evaluating multidimensional integrals. [In Algol, PL-I, or FORTRAN for IBM 360/75 (FORTRAN listing included)]
Author(s) -
S.K. Yuen
Publication year - 1977
Language(s) - English
Resource type - Reports
DOI - 10.2172/7218290
Subject(s) - subroutine , fortran , computer science , monte carlo method , listing (finance) , algorithm , computational science , parallel computing , mathematics , programming language , statistics , finance , economics