JavaMonte: a new programming language for Monte Carlo simulation

Abstract

The JavaMonte language serves as a superset to the Java language developed by Sun Microsystems. A developer can code in JavaMonte taking advantage of the features of a language targeting boundary value problems while at the same time integrating an OO language with cross-platform capabilities. The major objective in the design of JavaMonte is to simplify coding using a more powerful tool in terms of having built-in types that support Monte Carlo simulation.