An Introduction to Particle Methods with Financial Applications (Q2917424): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 21:12, 3 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An Introduction to Particle Methods with Financial Applications |
scientific article |
Statements
An Introduction to Particle Methods with Financial Applications (English)
0 references
28 September 2012
0 references
Advanced Monte Carlo
0 references
Feynman-Kac
0 references
interacting particle system
0 references
