Los Alamos bets on ENIAC: Nuclear Monte Carlo simulations, 1947–1948 (2014) [pdf]

Turing's Cathedral covers this and much more.

"From rich archival sources, [Haigh et al.] reconstruct the evolution of a program first run on ENIAC in April 1948 by a team including John and Klara von Neumann and Nick Metropolis. This was not only the first computerized Monte Carlo simulation, but also the first code written in the modern paradigm, usually associated with the 'stored program concept,' ever executed." - IEEE Annals of the History of Computing (2014)