A smooth estimator for MC/QMC methods in finance (Q622177): Difference between revisions

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Latest revision as of 17:50, 3 July 2024

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A smooth estimator for MC/QMC methods in finance
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    A smooth estimator for MC/QMC methods in finance (English)
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    31 January 2011
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    option pricing
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    multi-factor stochastic volatility models
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    control variate method
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    Monte Carlo and quasi-Monte Carlo methods
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