nxsgeneratorrows

金融资产定价,随机过程,MONTE CARLO 模拟 JAVA 程序和文档资料

{28934698,1068535527,755323706,526909559,804493913,1014525536,764397968,
 619975748,948657094,429469934,362457301,916436499,568092370,848255946,
 160246088,765495053,685927399,188505087,300899219,418292680,958128278,
 886337310,387653334,555779,1008436211,568562020,991258129,749968623,
 942282279,253779389},

/*C(4)*/
{375007715,124858755,414730981,48823893,651890047,409231005,539706186,
687786607,41086666,627879067,514503092,788547937,107586243,447614530,
386025311,103422703,881307080,730530903,861344152,989276983,404865006,
393338132,126108916,664019830,718337097,253850012,936179030,113777181,
857262754,958455437},

/*C(5)*/
{712826990,946979290,193472891,401936841,91455682,840790241,438488014,
 467139983,505031665,894492005,1042693246,1009011283,394533495,93427647,
 486374176,398103100,880362108,1073355548,512954968,844823800,352879549,
 108809984,217619968,962645870,252262189,1057997208,504537080,426089156,
 667552385,701857563},

/*C(6)*/
{423829955,741237157,460497274,858536270,550366782,107064721,595468149,
566030992,246604953,312884224,88913615,758861086,781240458,417558862,
177460770,549410222,210428889,90596570,233828267,487312547,469458463,
238901236,501346906,107338005,783050872,757526602,184581810,574671503,
1014985482,990799856},

/*C(7)*/
{611844349,137738448,519272294,475815320,673907190,100083641,568553807,
 718554306,956710208,732127731,1022304853,537564689,612416799,36505570,
 94186904,125473587,410062645,963718952,554345898,138179562,567629417,
 592623580,638067409,902136638,291608000,3517876,130676446,936083264,
 1011580017,573503066},

/*C(8)*/
{227878475,958446878,593604780,495026943,915398759,743517565,507335141,
102089007,306996234,419433675,693311399,679609836,314930875,338971979,
537304327,462280239,113432193,909480871,284588106,701962134,1013431625,
497903278,99876062,346028649,337394225,966537213,871038360,520762684,
789290483,740734599}
 
},
 
// row encoded 10 dimensional generator matrices
 
{
 
{601100350,67680573,1003196763,53112190,492752882,781048748,1069541657,
224897837,26974858,517275145,451634153,30468723,313436293,752607609,
187954075,724531163,999249265,40633782,478349820,293281792,216175174,
144616791,33199907,130589174,80853660,13346823,44263879,57650027,
26225812,21324732},

{687408335,1030296690,175105697,700504437,756791551,4206536,49860717,833303642,
713701768,216343475,632636211,347953333,907692016,71399327,824918801,
830143602,449297368,970005117,1018642708,577263874,751927066,258968587,
123507468,478028610,203228312,177582754,155992224,54811421,19937300,113152282},

{921329673,649217276,727081678,547133168,767606725,631686577,710872245,
866003693,37583364,635204116,204885920,478116368,164232231,199943409,
615983887,989479985,711448216,841924349,271236280,833057230,25760385,
389611716,580794291,44232556,920750979,962104500,185550548,730922590,
1054857325,836052499},

{28934698,1068535527,755323706,526909559,804493913,1014525536,764397968,
 619975748,948657094,429469934,362457301,916436499,568092370,848255946,
 160246088,765495053,685927399,188505087,300899219,418292680,958128278,
 886337310,387653334,555779,1008436211,568562020,991258129,749968623,
 942282279,253779389},
 
{375007715,124858755,414730981,48823893,651890047,409231005,539706186,
687786607,41086666,627879067,514503092,788547937,107586243,447614530,
386025311,103422703,881307080,730530903,861344152,989276983,404865006,
393338132,126108916,664019830,718337097,253850012,936179030,113777181,
857262754,958455437},

{712826990,946979290,193472891,401936841,91455682,840790241,438488014,
 467139983,505031665,894492005,1042693246,1009011283,394533495,93427647,
 486374176,398103100,880362108,1073355548,512954968,844823800,352879549,
 108809984,217619968,962645870,252262189,1057997208,504537080,426089156,
 667552385,701857563},
 
{423829955,741237157,460497274,858536270,550366782,107064721,595468149,
566030992,246604953,312884224,88913615,758861086,781240458,417558862,
177460770,549410222,210428889,90596570,233828267,487312547,469458463,
238901236,501346906,107338005,783050872,757526602,184581810,574671503,
1014985482,990799856},
 
 {611844349,137738448,519272294,475815320,673907190,100083641,568553807,
718554306,956710208,732127731,1022304853,537564689,612416799,36505570,
94186904,125473587,410062645,963718952,554345898,138179562,567629417,
592623580,638067409,902136638,291608000,3517876,130676446,936083264,
1011580017,573503066},

{227878475,958446878,593604780,495026943,915398759,743517565,507335141,
 102089007,306996234,419433675,693311399,679609836,314930875,338971979,
 537304327,462280239,113432193,909480871,284588106,701962134,1013431625,
 497903278,99876062,346028649,337394225,966537213,871038360,520762684,
 789290483,740734599},
 
{811972729,956690834,52357130,789379354,597858417,1034654136,780511120,
326550583,478918767,98795812,456478730,258162657,19360625,683666161,
805999686,233824978,440505476,875932528,662991655,320940586,64417554,
252603479,118324798,237418699,264231894,369726699,380463530,386299779,
834720337,555983499}
 
},
 
// row encoded 11 dimensional generator matrices
 
{
 
{683644482,135580830,114750887,803113694,903684270,72157854,59862132,505680715,
779216195,193586105,329775408,1049470377,790869458,529177858,770596904,
1072006936,140712293,266923202,844524433,114947652,963169856,269847095,
96724448,724232372,729133779,872385703,803906910,638059470,526484481,
843345462},

{431170622,1057600395,413165996,637333254,738214251,987594285,394318066,
718140016,1064908418,636856468,856354958,404426257,6726334,916596837,
284819911,905844483,331078851,514311810,280380871,612727606,184724875,
578053121,197887820,50641495,423123265,227871988,36070792,465200006,
187446371,99681590},

{983367218,414604440,243776932,990984772,289169669,72196638,522106132,
18453143,1008259046,521211985,88531465,816692680,1001849242,432014653,
124800720,554138134,166704786,634462798,1019392879,691725817,459507961,
1043416360,536793729,1046579554,403993816,412804346,138344837,24248109,
184604157,535890993},

{869278100,125797533,322976214,161488107,755812753,541238672,841393456,
 909350792,521628897,567331204,118313388,265208159,468752989,169896169,
 959104945,500814545,434091372,113024960,444725900,426474642,263586462,
 432120698,45230250,524531296,327681208,288240183,353741403,192041686,
 42986304,258035065},
 
{388012188,537416171,292523858,794840680,502322834,423539584,884204171,
419181022,618098449,257684411,288733678,145066288,756812965,357038497,
881037192,314634603,182012383,753118967,636654128,318546833,71382991,
400554255,153755763,187747483,306343731,1044780,402486338,564947470,
934172722,813806089},

{705671218,795868370,926341726,51211860,739601563,176287958,1016675820,
 950546833,267929114,275671035,666917527,431607592,177069271,570312219,
 125215260,886835363,75079442,767034988,879903592,525306349,560816857,
 973795128,774079162,143751759,137446578,209360240,1012892947,398130103,
 838233295,47600869},
 
{312065869,24489594,686091463,1064468817,610953508,593516621,736434891,
331884657,295796744,991620199,197203105,694133440,834981040,813915471,
1043396296,246522553,741863988,188767345,707349375,236730174,943797129,
1073073438,917394477,81723820,598848363,17981413,322240492,766981617,
282924362,643850936},

{914020733,586984616,128906358,739978294,543175409,351896331,1017052692,
 802102481,946877967,615436223,305014361,1038674293,372513724,902652345,
 552583238,507262995,36761397,753350193,116032862,328670174,103551339,
 1045088961,667010209,737933140,945361853,324875181,353779021,866388681,
 255506551,65493883},
 
{220170356,837239777,771797016,542598812,568193573,359763920,870736829,
304824104,430870768,116534859,741311666,157845915,861348937,985097428,
714048271,306167010,709889598,498574308,382576036,360956609,1005272948,
680195561,845547054,1026217890,374002007,866217449,695335995,462692419,
314161108,1048195907},

{709323042,604523286,581285813,463752482,919585493,518104348,905143615,
 884163267,99734344,332656669,398822849,973544107,459181032,1001255433,
 846689598,32962550,6372759,727573859,495342420,738892195,834835824,1047729137,
 529022179,1032177776,185764687,483299066,818974724,826550698,987239779,
 684232759},
 
{940422073,224992310,164068454,827234589,690302353,32197089,628566875,
95166490,866947171,476745989,604118539,121738255,667653407,987681310,
749263282,863528381,341372968,244006930,951984484,614173490,685305366,
592527405,383027710,952965461,21271273,653806680,745437736,180332506,
331728868,207307411}
 
},
 
// row encoded 12 dimensional generator matrices
 
{
 
{455734274,770944497,251274392,943939844,634593383,142647816,
518405655,1035112060,686290424,65615251,693694295,260630152,
43423443,881037832,267195896,910495556,605034094,965336736,
151131045,582450365,288640393,124889081,201348992,232395086,
964441802,612863572,1058289724,400689983,769068112,870006638},

{442034405,43938580,530724371,1060644604,1057605153,312158786,
847892251,1022077706,18501972,383515470,371298986,47901519,
323627800,867544471,192786854,203960857,720589590,545513545,
464140138,547595136,376987492,501322404,192506954,737887979,
949009184,729312279,192921452,991695031,102006938,776205479},

{388727334,696774466,350675311,1063266075,378755246,1019011080,
540197062,820200324,366443609,41446382,903249144,329275036,
1052721345,498980004,58772674,999024019,969764777,1051794123,
99786007,727840180,172373356,204871234,384889035,806403840,
53695037,13616293,66161898,186684471,98164394,355219262},

{217386272,693439660,965615244,154762973,436447974,799925933,
 668492905,842607298,791036533,626067281,22239456,678586727,
 806410990,935957395,13378684,139417906,542947431,866282064,
 955470920,476415717,29319813,738723019,310863222,837714036,
 747917136,328347967,851029220,767666096,964745988,401734446},
 
{124426506,534017541,504807159,389066462,356357537,725316735,
659277475,756136726,958461663,655058111,114257772,133795835,
1023812401,378615015,543820138,371991839,810602804,101893785,
247079695,198575477,217168727,930751227,875740551,1021343329,
521456293,239470050,84958534,620743129,123271774,544238382},

{669572624,333843660,444346220,356140799,190081678,512353278,
 796921871,600415539,453475202,848657261,603109415,745283747,
 151883079,1060772111,714582242,271029343,735760924,35818366,
 208189017,742934659,723194823,754382856,220628662,157700063,
 118306598,536381889,565112788,101605440,100486671,530359790},
 
{719846920,52922347,936119517,608310191,510418084,1033430645,
567827140,661160957,258328750,718946670,236310941,133803377,
168935681,1043464914,987196881,459837085,823469307,851754223,
184441250,596703707,290780171,59741935,815598374,416271082,
334275066,488096772,482629079,1019633822,257691498,612146801},

{915787995,171742109,134941161,748302528,401228388,175745030,
 524781059,599865139,22024809,736041817,37791189,53443125,
 1022208028,618558541,973936607,680773347,231100310,188099243,
 387492997,997909507,712762618,864453370,971076324,422303104,
 887951713,70908379,321106277,37257531,377525304,993066805},
 
{541243164,109743129,792736603,187956981,26958383,853015617,
329470240,172383273,874347828,235666399,427079847,514437634,
633169581,837815932,208607260,888137353,588084793,689649957,
913247571,957569656,82894851,272748879,517167675,597600805,
14301272,421502435,535550497,489600072,588119866,486064591},

{229677813,200942584,1056966489,703305147,118583330,634757241,
 367117372,850863584,691542163,625261051,975595510,687522116,
 186898165,247234909,363416034,1035231735,75052476,868760869,
 950694368,433949613,253713205,898716701,270518328,164766745,
 50123223,106155344,691291959,83686480,349811315,867635353},
 
{762318664,1073642543,564967196,486146330,994152282,480436438,
40635107,901402239,767712015,403085167,913686502,676736454,
283632149,207423788,1032456183,556764953,573432388,539147584,
1053096806,246348695,866546419,318131241,409479478,19314747,
142040277,669577250,670828194,766440062,1037065698,815986243},

{1068147734,982381558,190909672,227921657,374739209,345354308,
 301243259,490874673,152439690,424307886,256544451,446409440,
 88939318,927493863,540479486,605696652,105999616,700777601,
 839609487,642661344,269620503,649934339,297064636,632059693,
 671701847,257012421,270575278,928304922,853023247,878153656},
 
},
 
// row encoded 13 dimensional generator matrices
 
{

{455734274,770944497,251274392,943939844,634593383,142647816,518405655,
 1035112060,686290424,65615251,693694295,260630152,43423443,881037832,
 267195896,910495556,605034094,965336736,151131045,582450365,288640393,
 124889081,201348992,232395086,964441802,612863572,1058289724,400689983,
 769068112,870006638},

{442034405,43938580,530724371,1060644604,1057605153,312158786,847892251,
 1022077706,18501972,383515470,371298986,47901519,323627800,867544471,
 192786854,203960857,720589590,545513545,464140138,547595136,376987492,
 501322404,192506954,737887979,949009184,729312279,192921452,991695031,
 102006938,776205479},

{388727334,696774466,350675311,1063266075,378755246,1019011080,540197062,
 820200324,366443609,41446382,903249144,329275036,1052721345,498980004,
 58772674,999024019,969764777,1051794123,99786007,727840180,172373356,
 204871234,384889035,806403840,53695037,13616293,66161898,186684471,