Given m1=32363, a1=157, m2=31727, a2=146, m3=31657 and a3=142 Generate three random numbers with the combined LCG using

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Given m1=32363, a1=157, m2=31727, a2=146, m3=31657 and a3=142
Generate three random numbers with the combined LCG using initial seeds Xi,0=100,300,500 for the individual generators i=1,2,3 respectively.

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An Introduction to the Mathematics of Financial Derivatives

ISBN: 978-0123846822

3rd edition

Authors: Ali Hirsa, Salih N. Neftci

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Posted Date: Apr 13, 2020 05:38 PM

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Given m1=32363, a1=157, m2=31727, a2=146, m3=31657 and a3=142 Generate three random numbers with the combined LCG using

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In general we have Xn aX n 1 mod m For ... View the full answer

An Introduction to the Mathematics of Financial Derivatives

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