Monte Carlo results ,
 Hi Vince -

Here are some results of our new deterministic Monte Carlo method,
called Pathstar, against Sobol points.  As you can see, the improvement
is very significant and increases with dimension.  Would you be
interested in discussing this product?

Regards,

Michael Curran
Head of Research
RiskCare - Financial Technology Services
Piercy House
7 Copthall Avenue
London EC2R 7NJ

Tel: +44 (0)20 7562 3419
Fax: +44 (0)20 7562 3401

mailto:mcurran@riskcare.com

http://www.riskcare.com


 - VsSobolGraph.doc
vkamins@enron.com