%% This BibTeX bibliography file was created using BibDesk.
%% http://bibdesk.sourceforge.net/


%% Created for Christophe Dutang at 2008-08-16 19:09:29 +0200 


%% Saved with string encoding Occidental (ASCII) 



@article{well,
	Author = {F. Panneton and Pierre L'Ecuyer and M. Matsumoto},
	Date-Added = {2008-08-16 19:08:03 +0200},
	Date-Modified = {2008-08-16 19:09:29 +0200},
	Journal = {ACM Trans. on Mathematical Software},
	Number = {1},
	Pages = {1-16},
	Title = {Improved long-period generators based on linear recurrences modulo 2},
	Volume = {32},
	Year = {2006}}

@article{lecuyer02,
	Author = {Pierre L'Ecuyer and Richard Simard and Stefan Wegenkittl},
	Date-Added = {2008-07-19 19:11:26 +0200},
	Date-Modified = {2008-07-20 13:05:03 +0200},
	Journal = {SIAM Journal on scientific computing},
	Number = {2},
	Pages = {652-668},
	Title = {Sparse serial tests of uniformity for random number generations},
	Volume = {24},
	Year = {2002}}

@book{jackel,
	Author = {Peter J\"ackel},
	Date-Added = {2008-07-19 11:50:41 +0200},
	Date-Modified = {2008-07-19 11:51:50 +0200},
	Publisher = {John Wiley \& Sons},
	Title = {Monte Carlo methods in finace},
	Year = {2002}}

@article{lecuyer07,
	Author = {Pierre L'Ecuyer and Richard Simard},
	Date-Added = {2008-07-19 10:27:18 +0200},
	Date-Modified = {2008-07-19 10:27:18 +0200},
	Journal = {ACM Trans. on Mathematical Software},
	Number = {4},
	Pages = {22},
	Title = {TestU01: A C Library for Empirical Testing of Random Number Generators},
	Volume = {33},
	Year = {2007}}

@book{niederreiter92,
	Author = {Harald Niederreiter},
	Date-Added = {2008-07-14 17:30:13 +0200},
	Date-Modified = {2008-07-14 17:30:51 +0200},
	Publisher = {SIAM, Philadelphia},
	Title = {Random Number Generation and Quasi-Monte Carlo Methods},
	Year = {1992}}

@article{blackscholes73,
	Author = {Fischer Black and Myron Scholes},
	Date-Added = {2008-07-12 15:34:42 +0200},
	Date-Modified = {2008-07-12 15:35:47 +0200},
	Journal = {Journal of Political Economy},
	Number = {3},
	Title = {The Pricing of Options and Corporate Liabilities},
	Volume = {81},
	Year = {1973}}

@article{rubinstein,
	Author = {M. Rubinstein and E. Reiner},
	Date-Added = {2008-07-10 23:24:02 +0200},
	Date-Modified = {2008-07-10 23:30:52 +0200},
	Journal = {Risk Magazine},
	Number = {9},
	Title = {Unscrambling the binary code},
	Volume = {4},
	Year = {1991}}

@book{planchetMFAbook,
	Author = {Fr{\'e}d{\'e}ric Planchet and Pierre Th{\'e}rond and Julien Jacquemin},
	Date-Added = {2008-07-10 22:31:18 +0200},
	Date-Modified = {2008-07-10 22:32:18 +0200},
	Publisher = {Economica},
	Title = {Mod\`eles Financiers En Assurance},
	Year = {2005}}

@article{marsaglia,
	Author = {George Marsaglia},
	Date-Added = {2008-06-29 20:08:10 +0200},
	Date-Modified = {2008-06-29 20:09:15 +0200},
	Journal = {Computers in Physics},
	Pages = {117-121},
	Title = {Some portable very-long-period random number generators},
	Volume = {8},
	Year = {1994}}

@article{wichmann,
	Author = {B. A. Wichmann and I. D. Hill},
	Date-Added = {2008-06-29 20:06:11 +0200},
	Date-Modified = {2008-06-29 20:07:24 +0200},
	Journal = {Applied Statistics},
	Pages = {188-190},
	Title = {Algorithm AS 183: An Efficient and Portable Pseudo-random Number Generator},
	Volume = {31},
	Year = {1982}}

@article{niederreiter,
	Author = {Harald Niederreiter},
	Date-Added = {2008-06-24 21:24:56 +0200},
	Date-Modified = {2008-06-24 21:26:33 +0200},
	Journal = {Bulletin of the American Mathematical Society},
	Number = {6},
	Title = {Quasi-Monte Carlo methods and pseudo-random numbers},
	Volume = {84},
	Year = {1978}}

@book{knuth02,
	Author = {Donald Ervin Knuth},
	Date-Added = {2008-06-22 18:57:45 +0200},
	Date-Modified = {2008-07-21 22:17:05 +0200},
	Edition = {3rd Edition},
	Publisher = {Massachusetts: Addison-Wesley},
	Title = {The Art of Computer Programming: seminumerical algorithms},
	Volume = {2},
	Year = {2002}}

@article{lecuyer90,
	Author = {Pierre L'Ecuyer},
	Date-Added = {2008-06-22 10:54:27 +0200},
	Date-Modified = {2008-06-22 10:56:06 +0200},
	Journal = {Communications of the ACM},
	Pages = {85-98},
	Title = {Random Numbers for Simulation},
	Volume = {33},
	Year = {1990}}

@article{matsumoto98,
	Author = {M. Matsumoto and T. Nishimura},
	Date-Added = {2008-06-21 00:04:54 +0200},
	Date-Modified = {2008-06-21 00:06:43 +0200},
	Journal = {ACM Trans. on Modelling and Computer Simulation},
	Number = {1},
	Pages = {3-30},
	Title = {Mersenne Twister: A 623-dimensionnally equidistributed uniform pseudorandom number generator},
	Volume = {8},
	Year = {1998}}

@book{matsumoto08,
	Author = {M. Matsumoto and M. Saito},
	Date-Added = {2008-06-21 00:00:40 +0200},
	Date-Modified = {2008-06-22 22:46:40 +0200},
	Publisher = {Springer},
	Series = {Monte Carlo and Quasi-Monte Carlo Methods 2006},
	Title = {SIMD-oriented Fast Mersenne Twister: a 128-bit pseudorandom number generator},
	Year = {2008}}

@article{parkmiller,
	Author = {S. K. Park and K. W. Miller},
	Date-Added = {2008-06-20 23:59:31 +0200},
	Date-Modified = {2008-06-21 00:00:38 +0200},
	Journal = {Association for Computing Machinery},
	Number = {10},
	Pages = {1192-2001},
	Title = {Random number generators: good ones are hard to find.},
	Volume = {31},
	Year = {1988}}

@article{planchet,
	Author = {Fr{\'e}d{\'e}ric Planchet and Julien Jacquemin},
	Date-Added = {2008-06-20 23:58:23 +0200},
	Date-Modified = {2008-06-20 23:59:26 +0200},
	Journal = {Bulletin fran\c cais d'actuariat},
	Number = {11},
	Pages = {3-69},
	Title = {L'utilisation de m\'ethodes de simulation en assurance},
	Volume = {6},
	Year = {2003}}

@article{patard,
	Author = {Pierre-Alain Patard},
	Date-Added = {2008-06-20 23:54:51 +0200},
	Date-Modified = {2008-06-20 23:57:15 +0200},
	Journal = {Bulletin fran\c cais d'actuariat},
	Number = {14},
	Pages = {74-117},
	Title = {OUTILS NUMERIQUES POUR LA SIMULATION MONTE CARLO DES PRODUITS DERIVES COMPLEXES},
	Volume = {7},
	Year = {2007}}

@manual{foptions,
	Author = {Diethelm Wuertz and many others and see the SOURCE file},
	Date-Added = {2008-06-20 23:53:26 +0200},
	Date-Modified = {2008-06-20 23:54:00 +0200},
	Title = {fOptions: Rmetrics - Basics of Option Valuation},
	Url = {http://www.rmetrics.org},
	Year = {2007}}

@manual{fexoptions,
	Author = {Diethelm Wuertz and many others and see the SOURCE file},
	Date-Added = {2008-06-20 23:53:26 +0200},
	Date-Modified = {2008-06-20 23:54:00 +0200},
	Title = {fExoticOptions: Rmetrics - Exotic Option Valuation},
	Url = {http://www.rmetrics.org},
	Year = {2007}}

@manual{truerand,
	Author = {Eddelbuettel, Dirk},
	Date-Added = {2008-06-20 23:50:11 +0200},
	Date-Modified = {2008-06-20 23:52:09 +0200},
	Title = {random: True random numbers using random.org},
	Url = {http://www.random.org},
	Year = {2007}}
