There is actually a fascinating thesis by Yipeng Huang ("Hybrid Analog-Digital Co-Processing for Scientific Computation") that discusses toy models (i.e. Black-

There is actually a fascinating thesis by Yipeng Huang ("Hybrid Analog-Digital Co-Processing for Scientific Computation") that discusses toy models (i.e. Black-Scholes and variants). As usual, you have a Wiener process and thus need Gaussian noise. Yipeng Huang found that some noise stemming from a resistor ladder of the chip provided Gaussian white noise and he could control the mean by feeding it with a DAC and he also had some way to control the variance by changing some multipliers (but I can't tell you exactly how that worked). Nevertheless, this was the analog part and he faced issues with DC drift. Alternatively, he looked into generating the noise digitally with a microcontroller.