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Quant版 - large scale Monte Carlo simulation都会遇到哪些技术难点？

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w****a 发帖数: 155	1 large scale Monte Carlo simulation都会遇到哪些技术难点？
m*********g 发帖数: 646	2 efficiency. Lots of techs associate with MC are to raise the efficiency. (such as variance reduction techniques) Maybe something more about random number generators, but I don't think it is still a problem now.

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