Q4433608 (Q4433608): Difference between revisions
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scientific article; zbMATH DE number 1999206
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|---|---|---|---|
| English | No label defined |
scientific article; zbMATH DE number 1999206 |
Statements
2 November 2003
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Monte Carlo method
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Monte Carlo simulation
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random number
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sample path
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variance reduction technique
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quasi-Monte Carlo
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discretization
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sensitivity
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American option
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European option
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risk management
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