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Latest revision as of 12:33, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | No label defined |
scientific article |
Statements
11 June 2008
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Milstein scheme
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convergence
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multilevel Monte Carlo method
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scalar stochastic differential equations
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numerical results
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Asian, lookback, barrier and digital options
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