The latest release of NAG’s code for GPUs contains routines for Monte Carlo simulations -- Quasi and Pseudo Random Number Generators, Brownian bridge, and associated statistical distributions. For more details, see www.nag.com/numeric/GPUs.
With origins in several UK universities, the Numerical Algorithms Group (NAG, www.nag.com), is an Oxford, UK headquartered not-for-profit numerical software development organization that collaborates with world-leading researchers and practitioners in academia and industry. NAG serves its customers from offices in Oxford, Manchester, Chicago, Tokyo and Taipei, through field sales staff in France and Germany, as well as via a global network of distributors.
For editorial inquiries, please contact:
Amy Munice, ALM Communications, nag(at)almcommunications(dot)com, +1-773-862-6800, (skype) ALMCommunications.
Katie O’Hare, NAG Marketing Communications Manager, Katie(dot)OHare(at)nag(dot)co(dot)uk, +44 (0)1865 511245.
Hiro Chiba, Chief Operating Officer – Nihon NAG, sales(at)nag-j(dot)co(dot)jp, +81 3 5542 6311.
Edward Chou, NAG Greater China General Manager, Edward(at)nag-gc(dot)com, Tel: +886-2-2509328
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